Q-Gaussian distributions: simplifications and simulations
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Publication:609685
DOI10.1155/2009/752430zbMATH Open1205.60035arXivmath/0510153OpenAlexW2142457856WikidataQ58648723 ScholiaQ58648723MaRDI QIDQ609685FDOQ609685
Authors: Paweł Jerzy Szabłowski 
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/math/0510153
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Cited In (7)
- Some properties of q-Gaussian distributions
- Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems
- Expansions of one density via polynomials orthogonal with respect to the other
- Moments of \(q\)-normal and conditional \(q\)-normal distributions
- From continuous to discrete: weak limit of normalized Askey–Wilson measure
- Markov processes, polynomial martingales and orthogonal polynomials
- On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications
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