𝑞-Gaussian Distributions: Simplifications and Simulations
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.
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/752430 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832561861255495680 |
|---|---|
| author | Paweł J. Szabłowski |
| author_facet | Paweł J. Szabłowski |
| author_sort | Paweł J. Szabłowski |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-9e8dd122e6af431090cc82a3b145d45e |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-9e8dd122e6af431090cc82a3b145d45e2025-02-03T01:24:06ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/752430752430𝑞-Gaussian Distributions: Simplifications and SimulationsPaweł J. Szabłowski0Department of Mathematics and Information Sciences, Warsaw University of Technology, pl. Politechniki 1, 00-661 Warszawa, PolandWe 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.http://dx.doi.org/10.1155/2009/752430 |
| spellingShingle | Paweł J. Szabłowski 𝑞-Gaussian Distributions: Simplifications and Simulations Journal of Probability and Statistics |
| title | 𝑞-Gaussian Distributions: Simplifications and Simulations |
| title_full | 𝑞-Gaussian Distributions: Simplifications and Simulations |
| title_fullStr | 𝑞-Gaussian Distributions: Simplifications and Simulations |
| title_full_unstemmed | 𝑞-Gaussian Distributions: Simplifications and Simulations |
| title_short | 𝑞-Gaussian Distributions: Simplifications and Simulations |
| title_sort | 𝑞 gaussian distributions simplifications and simulations |
| url | http://dx.doi.org/10.1155/2009/752430 |
| work_keys_str_mv | AT pawełjszabłowski qgaussiandistributionssimplificationsandsimulations |