Open Accessq‐Gaussian Distributions: Simplifications and Simulations
Author(s) -
Paweł J. Szabłowski
Publication year - 2009
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2009/752430
Subject(s) - gaussian , hermite polynomials , mathematics , gaussian random field , set (abstract data type) , distribution (mathematics) , statistical physics , random variable , mathematical optimization , gaussian process , pure mathematics , statistics , mathematical analysis , computer science , physics , quantum mechanics , programming language
We present some properties of measures (-Gaussian) that orthogonalize the set of -Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having -Gaussian distribution
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