q-Gaussian distributions. Simplifications and simulations
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.
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Submitted on 7 Oct 2005 (v1), last revised 25 May 2009 (this version, v5)
Updated
arXiv.org
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