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!
|