qGaussian: Tools to Explore Applications of Tsallis Statistics
Wagner S. de Lima, Emerson L. de Santa Helena

TL;DR
This paper introduces tools for exploring q-Gaussian distributions, including a random number generator and methods for computing key functions, aiding the analysis of systems within the nonextensive framework.
Contribution
The paper provides a comprehensive toolkit for q-Gaussian distributions, facilitating their application in various scientific fields and supporting nonextensive statistical analysis.
Findings
Implemented a q-Gaussian random number generator
Developed methods for computing probability and cumulative functions
Provided techniques for tail weight measurement using robust statistics
Abstract
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical data analysis. To this end, we implement random number generator for q-Gaussian distribution, while we present how to computing its probability density function, cumulative density function and quantile function besides a tail weight measurement using robust statistics.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStatistical Mechanics and Entropy · Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling
