Numerical indications of a q-generalised central limit theorem
- Creators
- Moyano, L. G.
- Tsallis, C.
- Gell-Mann, M.
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.Attached Files
Published - 0295-5075_73_6_813.pdf
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Additional details
- Eprint ID
- 59849
- Resolver ID
- CaltechAUTHORS:20150824-124357646
- 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
- Created
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2015-08-24Created from EPrint's datestamp field
- Updated
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2022-07-12Created from EPrint's last_modified field