q-Gaussian distributions. Simplifications and simulations

Details q-Gaussian distributions. Simplifications and simulations q-Gaussian distributions. Simplifications and simulations

2005-10-07

arxiv.org/abs/math/0510153v5

J. Probab. Stat. 2009, Art. ID 752430, 18 pp. MR2602881

Mathematics

Probability

13 pages

Scientific paper

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.

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