Generalized Box–MÜller Method for Generating $q$-Gaussian Random Deviates

DOI10.1109/TIT.2007.909173zbMath1326.94037OpenAlexW1776349877MaRDI QIDQ3549058

John A. Marsh, William J. Thistleton, Kenric P. Nelson, Constantino Tsallis

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2007.909173

Mathematics Subject Classification ID

Basic hypergeometric functions in one variable, ({}_rphi_s) (33D15) Random number generation in numerical analysis (65C10) Measures of information, entropy (94A17)

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