标准参数系下Alpha稳定分布随机变量的产生及仿真 |
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引用本文: | 刘春丽,;邵雷,;陈海龙,;王钧婷.标准参数系下Alpha稳定分布随机变量的产生及仿真[J].哈尔滨理工大学学报,2014(3):51-56. |
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作者姓名: | 刘春丽 ;邵雷 ;陈海龙 ;王钧婷 |
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作者单位: | [1]哈尔滨理工大学计算机科学与技术学院,黑龙江哈尔滨150080; [2]深圳市网安计算机安全检测技术有限公司,广东深圳518028 |
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基金项目: | 黑龙江省自然科学基金面上项目(A201301);教育部博士学科点专项资金项目(新教师类)(20122303120005);第51批中国博士后科学基金面上项目(2012M510926);黑龙江省政府博士后资助项目(LBH-Z12069) |
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摘 要: | 在实际应用中所遇到的大量非高斯信号或噪声具有显著的尖峰脉冲特性,由于这种脉冲特性,使得这类非高斯过程的统计特性显著偏离高斯分布.而Alpha稳定分布为这类过程提供了非常有用的理论工具.本文重点研究了标准参数系下的Alpha稳定随机变量的产生算法并进行仿真验证.首先基于Alpha稳定分布的基本理论对常用参数系及相关的参数转换关系进行分析,作为本文研究的理论基础,然后给出了标准参数系下Alpha稳定随机变量的生成算法并使用MATLAB进行仿真实现,最后根据仿真实验结果分析来验证该算法的可行性.
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关 键 词: | 稳定分布 随机变量 参数系 概率密度分布函数 |
Generating and Simulating Alpha Stable Random Variables Based on Standard Parameterization |
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Affiliation: | LIU Chun-li, SHAO Lei , CHEN Hal-long , WANG Jun-ting( l School of Computer Science and Technology, Harbin University of Science and Technology, Harbin 150080, China 2. Shenzhen NST Technology Co. Ltd. , Shenzhen 518028, China) |
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Abstract: | In practice,various non-Gaussian signals and noises have distinct spiky and impulsive characteristics,leading them to deviate from Gaussian distribution,while Alpha stable distribution is the useful tool of these processes.This paper mainly studies the generation of random variables subject to the alpha stable distribution in the standard parameters and carries on the simulation.Firstly,based on the basic theories of the Alpha stable distribution,we analyze the commonly used parameterizations and the conversion relationship of related parameters,as the theoretical basis of this study.Secondly,we provide the generation of random variables based on Standard Parameterization,and then use MATLAB for simulating.At the end of the paper,simulation experiments verify the feasibility of the algorithm. |
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Keywords: | stable distribution random variables parameterization probability density function |
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