Chaotic Method for Generating q-Gaussian Random Variables
Abstract
This study proposes a pseudo random number generator of q-Gaussian random variables for a range of q values, -infinity < q < 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS) and Anderson-Darling (AD) tests. The q-Gaussian samples generated by our proposed method pass the KS test at more than 5% significance level for values of q ranging from -1.0 to 2.7, while they pass the AD test at more than 5% significance level for q ranging from -1 to 2.4.
Keywords
Cite
@article{arxiv.1205.1690,
title = {Chaotic Method for Generating q-Gaussian Random Variables},
author = {Ken Umeno and Aki-Hiro Sato},
journal= {arXiv preprint arXiv:1205.1690},
year = {2013}
}
Comments
24 pages, 32 figures, and 2 tables. This article is accepted for publication in IEEE Transactions on Information Theory