Journal of Probability and Statistics
Volume 2009 (2009), Article ID 752430, 18 pages
doi:10.1155/2009/752430
Research Article

q-Gaussian Distributions: Simplifications and Simulations

Paweł J. Szabłowski

Department of Mathematics and Information Sciences, Warsaw University of Technology, pl. Politechniki 1, 00-661 Warszawa, Poland

Received 8 September 2008; Accepted 4 June 2009

Academic Editor: Tomasz J. Kozubowski

Copyright © 2009 Paweł J. Szabłowski. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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.