Comments on “Generalized Box-Müller Method for Generating q-Gaussian Random Deviates”

DOI10.1109/TIT.2021.3071489MaRDI QIDQ5032536zbMATH OpenOpenAlexFDO

Authors Kenric P. Nelson, William J. Thistleton

Publication date 17 February 2022

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

Full work available at URL https://doi.org/10.1109/tit.2021.3071489

zbMATH Keywords

generalized Box-Müller algorithmgeneration of \(q\)-Gaussian random variates

Mathematics Subject Classification ID

Basic hypergeometric functions in one variable, ({}_rphi_s) (33D15) Random number generation in numerical analysis (65C10) Measures of information, entropy (94A17)

Cited in

(2)

• Modeling and simulation of financial returns under non-Gaussian distributions
• A comparative study of sampling techniques for generating correlated multivariate normal random variates

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