Published March 2006 | Version Published
Journal Article Open

Numerical indications of a q-generalised central limit theorem

  • 1. ROR icon Centro Brasileiro de Pesquisas Físicas
  • 2. ROR icon Santa Fe Institute

Abstract

We provide numerical indications of the q-generalised central limit theorem that has been conjectured ( TSALLIS C., Milan J. Math., 73 (2005) 145) in nonextensive statistical mechanics. We focus on N binary random variables correlated in a scale-invariant way. The correlations are introduced by imposing the Leibnitz rule on a probability set based on the so-called q-product with q ≤ 1. We show that, in the large-N limit (and after appropriate centering, rescaling, and symmetrisation), the emerging distributions are qe-Gaussians, i.e., p(x) ∝ [1-(1-q_e), β(N)x^2]^{1/(1-q_e)}, with q_e=2-(1/q), and with coefficients β(N) approaching finite values β(∞). The particular case q=q_e=1 recovers the celebrated de Moivre-Laplace theorem.

Additional Information

© 2006 EDP Sciences. Received 9 September 2005; accepted in final form 30 January 2006; published online 15 February 2006. Longstanding conversations on the subject of two of us (LGM and CT) with F. BALDOVIN, E. P. Borges and S. M. D. QUEIROS, and useful remarks from J. D. FARMER, F. LILLO, S. STEINBERG and H. SUYARI are acknowledged. We have benefitted from partial financial support by Pronex/MCT, Faperj and CNPq (Brazil), and SI International and AFRL (USA). MG-M was generously supported by the COUQ Foundation and by Insight Venture Management.

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Identifiers

Eprint ID
59849
Resolver ID
CaltechAUTHORS:20150824-124357646

Funding

Pronex/MCT
Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ)
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
SI International
Air Force Research Laboratory (AFRL)
COUQ Foundation
Insight Venture Management

Dates

Created
2015-08-24
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Updated
2022-07-12
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