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Gaussian q-distribution

From Wikipedia, the free encyclopedia
Family of probability distributions
This article is about the distribution introduced by Diaz and Teruel. For the Tsallis q-Gaussian, see q-Gaussian.

In mathematical physics and probability and statistics, the Gaussian q-distribution is a family of probability distributions that includes, as limiting cases, the uniform distribution and the normal (Gaussian) distribution. It was introduced by Diaz and Teruel.[clarification needed ] It is a q-analog of the Gaussian or normal distribution.

The distribution is symmetric about zero and is bounded, except for the limiting case of the normal distribution. The limiting uniform distribution is on the range -1 to +1.

Definition

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The Gaussian q-density.

Let q be a real number in the interval [0, 1). The probability density function of the Gaussian q-distribution is given by

s q ( x ) = { 0 if  x < ν 1 c ( q ) E q 2 q 2 x 2 [ 2 ] q if  ν x ν 0 if  x > ν . {\displaystyle s_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu \\{\frac {1}{c(q)}}E_{q^{2}}^{\frac {-q^{2}x^{2}}{[2]_{q}}}&{\text{if }}-\nu \leq x\leq \nu \0円&{\mbox{if }}x>\nu .\end{cases}}} {\displaystyle s_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu \\{\frac {1}{c(q)}}E_{q^{2}}^{\frac {-q^{2}x^{2}}{[2]_{q}}}&{\text{if }}-\nu \leq x\leq \nu \0円&{\mbox{if }}x>\nu .\end{cases}}}

where

ν = ν ( q ) = 1 1 q , {\displaystyle \nu =\nu (q)={\frac {1}{\sqrt {1-q}}},} {\displaystyle \nu =\nu (q)={\frac {1}{\sqrt {1-q}}},}
c ( q ) = 2 ( 1 q ) 1 / 2 m = 0 ( 1 ) m q m ( m + 1 ) ( 1 q 2 m + 1 ) ( 1 q 2 ) q 2 m . {\displaystyle c(q)=2(1-q)^{1/2}\sum _{m=0}^{\infty }{\frac {(-1)^{m}q^{m(m+1)}}{(1-q^{2m+1})(1-q^{2})_{q^{2}}^{m}}}.} {\displaystyle c(q)=2(1-q)^{1/2}\sum _{m=0}^{\infty }{\frac {(-1)^{m}q^{m(m+1)}}{(1-q^{2m+1})(1-q^{2})_{q^{2}}^{m}}}.}

The q-analogue [t]q of the real number t {\displaystyle t} {\displaystyle t} is given by

[ t ] q = q t 1 q 1 . {\displaystyle [t]_{q}={\frac {q^{t}-1}{q-1}}.} {\displaystyle [t]_{q}={\frac {q^{t}-1}{q-1}}.}

The q-analogue of the exponential function is the q-exponential, Ex
q
, which is given by

E q x = j = 0 q j ( j 1 ) / 2 x j [ j ] ! {\displaystyle E_{q}^{x}=\sum _{j=0}^{\infty }q^{j(j-1)/2}{\frac {x^{j}}{[j]!}}} {\displaystyle E_{q}^{x}=\sum _{j=0}^{\infty }q^{j(j-1)/2}{\frac {x^{j}}{[j]!}}}

where the q-analogue of the factorial is the q-factorial, [n]q!, which is in turn given by

[ n ] q ! = [ n ] q [ n 1 ] q [ 2 ] q {\displaystyle [n]_{q}!=[n]_{q}[n-1]_{q}\cdots [2]_{q},円} {\displaystyle [n]_{q}!=[n]_{q}[n-1]_{q}\cdots [2]_{q},円}

for an integer n > 2 and [1]q! = [0]q! = 1.

The Cumulative Gaussian q-distribution.

The cumulative distribution function of the Gaussian q-distribution is given by

G q ( x ) = { 0 if  x < ν 1 c ( q ) ν x E q 2 q 2 t 2 / [ 2 ] d q t if  ν x ν 1 if  x > ν {\displaystyle G_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu \\[12pt]\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{x}E_{q^{2}}^{-q^{2}t^{2}/[2]},円d_{q}t&{\text{if }}-\nu \leq x\leq \nu \\[12pt]1&{\text{if }}x>\nu \end{cases}}} {\displaystyle G_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu \\[12pt]\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{x}E_{q^{2}}^{-q^{2}t^{2}/[2]},円d_{q}t&{\text{if }}-\nu \leq x\leq \nu \\[12pt]1&{\text{if }}x>\nu \end{cases}}}

where the integration symbol denotes the Jackson integral.

The function Gq is given explicitly by

G q ( x ) = { 0 if  x < ν , 1 2 + 1 q c ( q ) n = 0 q n ( n + 1 ) ( q 1 ) n ( 1 q 2 n + 1 ) ( 1 q 2 ) q 2 n x 2 n + 1 if  ν x ν 1 if   x > ν {\displaystyle G_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu ,\\\displaystyle {\frac {1}{2}}+{\frac {1-q}{c(q)}}\sum _{n=0}^{\infty }{\frac {q^{n(n+1)}(q-1)^{n}}{(1-q^{2n+1})(1-q^{2})_{q^{2}}^{n}}}x^{2n+1}&{\text{if }}-\nu \leq x\leq \nu \1円&{\text{if}}\ x>\nu \end{cases}}} {\displaystyle G_{q}(x)={\begin{cases}0&{\text{if }}x<-\nu ,\\\displaystyle {\frac {1}{2}}+{\frac {1-q}{c(q)}}\sum _{n=0}^{\infty }{\frac {q^{n(n+1)}(q-1)^{n}}{(1-q^{2n+1})(1-q^{2})_{q^{2}}^{n}}}x^{2n+1}&{\text{if }}-\nu \leq x\leq \nu \1円&{\text{if}}\ x>\nu \end{cases}}}

where

( a + b ) q n = i = 0 n 1 ( a + q i b ) . {\displaystyle (a+b)_{q}^{n}=\prod _{i=0}^{n-1}(a+q^{i}b).} {\displaystyle (a+b)_{q}^{n}=\prod _{i=0}^{n-1}(a+q^{i}b).}

Moments

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The moments of the Gaussian q-distribution are given by

1 c ( q ) ν ν E q 2 q 2 x 2 / [ 2 ] x 2 n d q x = [ 2 n 1 ] ! ! , {\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{\nu }E_{q^{2}}^{-q^{2}x^{2}/[2]},円x^{2n},円d_{q}x=[2n-1]!!,} {\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{\nu }E_{q^{2}}^{-q^{2}x^{2}/[2]},円x^{2n},円d_{q}x=[2n-1]!!,}
1 c ( q ) ν ν E q 2 q 2 x 2 / [ 2 ] x 2 n + 1 d q x = 0 , {\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{\nu }E_{q^{2}}^{-q^{2}x^{2}/[2]},円x^{2n+1},円d_{q}x=0,} {\displaystyle {\frac {1}{c(q)}}\int _{-\nu }^{\nu }E_{q^{2}}^{-q^{2}x^{2}/[2]},円x^{2n+1},円d_{q}x=0,}

where the symbol [2n − 1]!! is the q-analogue of the double factorial given by

[ 2 n 1 ] [ 2 n 3 ] [ 1 ] = [ 2 n 1 ] ! ! . {\displaystyle [2n-1][2n-3]\cdots [1]=[2n-1]!!.,円} {\displaystyle [2n-1][2n-3]\cdots [1]=[2n-1]!!.,円}

See also

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References

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Discrete
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