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q-Gaussian distributions. Simplifications and simulations

Paweł J. Szabłowki
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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.

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Paweł J. Szabłowki. 2009-05-25. q-Gaussian distributions. Simplifications and simulations. https://arxiv.org/abs/math/0510153

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