q-Gaussian distributions. Simplifications and simulations
Paweł J. Szabłowki
Abstract
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.
Create a lesson
Related papers
Boolean Small-Ball Inequalities for Discrepancy Theory
Emrullah Akbas, Suvrit Sra
Markovian renormalisation for percolation in high-dimension: Semi-decidability of mean field behavior
Arthur Blanc-Renaudie
Point process convergence of large inradii of Poisson-Laguerre tessellations
Matthias Schulte, Martina Švarc Petráková
Interpolation of Gaussian Free Fields via Random Matrices
Gabriel Raposo
Almost-Uniform Bayesian Convergence to the Truth Is Not Characterized by Countable Additivity on Conditional Hitting Times
M. Ali Khan, Arthur Paul Pedersen, Maxwell B. Stinchcombe
The skeleton-blocks decomposition of Bienaymé trees, and applications to their local convergence
Marc Bernard, Robin Stephenson