I would like to draw random numbers from the q-Gaussian used in "Tsallis statistics." This is specifically the distribution $$ f(x) = {\sqrt{\beta} \over C_q} e_q(-\beta x^2) $$ where $$ e_q(x) = [1+(1-q)x]^{1 \over 1-q} $$ $\beta$ is a free parameter, and $C_q$ is a normalization constant. (The general form of $C_q$ can be easily found so I'm not reproducing it here.) In the limit that $q \rightarrow 1$ this goes to the "usual" Gaussian with exponential tails. For $q<1$ it has finite support, which is not currently interesting to me. For $q>1$, it has heavy tails, meaning the tails decay algebraically instead of exponentially.
I'm interested in computing integrals using Monte Carlo methods that will give expectation values of various functions under q-Gaussians in cases where $q>1$. Are there any established, efficient methods for drawing random numbers and/or computing Monte Carlo integrals with such "heavy tail" distributions?