Pages that link to "Item:Q3549058"

The following pages link to Generalized Box–MÜller Method for Generating $q$-Gaussian Random Deviates (Q3549058):

Displaying 19 items.

• RBF neural network based on \(q\)-Gaussian function in function approximation (Q352081) (← links)
• A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
• \( q\)-Gaussian swarm quantum particle intelligence on predicting global minimum of potential energy function (Q530013) (← links)
• Statistical properties of several models of fractional random point processes (Q551113) (← links)
• Q-Gaussian distributions: simplifications and simulations (Q609685) (← links)
• Study of the \(q\)-Gaussian distribution with the scale index and calculating entropy by normalized inner scalogram (Q823534) (← links)
• Moments of \(q\)-normal and conditional \(q\)-normal distributions (Q900532) (← links)
• Computational applications of nonextensive statistical mechanics (Q1012493) (← links)
• Statistical modelling of higher-order correlations in pools of neural activity (Q1673015) (← links)
• The non-markovian property of \(q\)-Gaussian process (Q2004643) (← links)
• Tsallis-Mittag-Leffler distribution and its applications in gas prices (Q2137636) (← links)
• Skewness and kurtosis analysis for non-Gaussian distributions (Q2150364) (← links)
• Approach of complexity in nature: entropic nonuniqueness (Q2275098) (← links)
• A simple generalization of the Box–Muller method for obtaining a pair of correlated standard normal variables (Q3012671) (← links)
• Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
• Smoothed Functional Algorithms for Stochastic Optimization Using <i>q</i> -Gaussian Distributions (Q5270716) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• Exploratory Control with Tsallis Entropy for Latent Factor Models (Q6200515) (← links)
• Some properties of q-Gaussian distributions (Q6588666) (← links)