Chaotic Method for Generating q-Gaussian Random Variables

DOI10.1109/TIT.2013.2241174zbMATH Open1364.60006DBLPjournals/tit/UmenoS13arXiv1205.1690OpenAlexW2963985627WikidataQ57710133 ScholiaQ57710133MaRDI QIDQ2989285FDOQ2989285

Authors: Ken Umeno, Aki-Hiro Sato 

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: This study proposes a pseudo random number generator of q-Gaussian random variables for a range of q values, -infinity < q < 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS) and Anderson-Darling (AD) tests. The q-Gaussian samples generated by our proposed method pass the KS test at more than 5% significance level for values of q ranging from -1.0 to 2.7, while they pass the AD test at more than 5% significance level for q ranging from -1 to 2.4.

Full work available at URL: https://arxiv.org/abs/1205.1690

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Nonparametric hypothesis testing (62G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cited In (2)

• A Chaotic Circuit for Producing Gaussian Random Numbers
• From mathematical equivalence such as Ma equivalence to generalized Zhang equivalency including gradient equivalency

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