Chaotic Method for Generating q-Gaussian Random Variables

@article{Umeno2012ChaoticMF,
  title={Chaotic Method for Generating q-Gaussian Random Variables},
  author={Ken Umeno and Aki-Hiro Sato},
  journal={IEEE Transactions on Information Theory},
  year={2012},
  volume={59},
  pages={3199-3209}
}
  • K. UmenoA. Sato
  • Published 8 May 2012
  • Mathematics
  • IEEE Transactions on Information Theory
This study proposes a pseudorandom number generator of q -Gaussian random variables for a range of q values, -∞ <; q <; 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS) and Anderson-Darling (AD) tests. The q-Gaussian samples generated by our proposed method pass the KS test at… 

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