Q-Gaussian distributions: simplifications and simulations
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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.
Cites work
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 3268341 (Why is no real title available?)
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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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