Numerical indications of a q-generalised central limit theorem
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) propto [1 - (1 - qe) β(N)x2]1/(1 - qe), with qe = 2 - [(1)/(q)], and with coefficients β(N) approaching finite values β(∞). The particular case q = qe = 1 recovers the celebrated de Moivre-Laplace theorem.
- Publication:
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EPL (Europhysics Letters)
- Pub Date:
- March 2006
- DOI:
- arXiv:
- arXiv:cond-mat/0509229
- Bibcode:
- 2006EL.....73..813M
- Keywords:
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- 02.50.Cw;
- 02.70.Rr;
- 05.10.-a;
- Probability theory;
- General statistical methods;
- Computational methods in statistical physics and nonlinear dynamics;
- Condensed Matter - Statistical Mechanics
- E-Print:
- Minor improvements and corrections have been introduced in the new version. 7 pages including 4 figures