DocumentCode :
15389
Title :
Chaotic Method for Generating q-Gaussian Random Variables
Author :
Umeno, Ken ; Sato, Akira
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Kyoto, Japan
Volume :
59
Issue :
5
fYear :
2013
fDate :
May-13
Firstpage :
3199
Lastpage :
3209
Abstract :
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 more than 5% significance level for values of q ranging from -1.0 to 2.7, while they pass the AD test at more than 5% significance level for q ranging from -1 to 2.4.
Keywords :
Gaussian distribution; random number generation; AD tests; Anderson-Darling tests; KS tests; Kolmogorov-Smirnov tests; deterministic chaotic map dynamics; piecewise linear map; pseudorandom number generator; q-Gaussian random variables; unit circle; Chebyshev approximation; Density measurement; Distance measurement; Joints; Polynomials; Random variables; $q$-Gaussian distribution; Chebyshev polynomials; ergodic theory; map dynamics; pseudorandom number generator;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.2013.2241174
Filename :
6414629
Link To Document :
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