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arXiv:math/0510153 [math.PR]AbstractReferencesReviewsResources

q-Gaussian distributions. Simplifications and simulations

Paweł J. Szabłowki

Published 2005-10-07, updated 2009-05-25Version 5

We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.

Comments: 13 pages
Journal: J. Probab. Stat. 2009, Art. ID 752430, 18 pp
Categories: math.PR, math.ST, stat.TH
Subjects: 62E17, 60E05, 68U20, 65C05
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