Wednesday, May 9, 2012

1205.1690 (Ken Umeno et al.)

Chaotic Method for Generating q-Gaussian Random Variables    [PDF]

Ken Umeno, Aki-Hiro Sato
This study proposes a pseudo random generator of q-Gaussian random variables for a range of $q$ values, -infinity < q < 3, based on deterministic map dynamics. Our method consists of orthogonal chaotic maps on the unit circle and map dynamics based on the tent map. We perform the q-Gaussian random generator for several values of q and conduct the Kolmogorov-Smirnov (KS) test. The q-Gaussian samples generated by our proposed method pass the KS test at the 5% significance level for values of $q$ ranging from -1.0 to 2.7.
View original: http://arxiv.org/abs/1205.1690

No comments:

Post a Comment