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arXiv · 0709.4661

Nonextensive statistical mechanics and central limit theorems II - Convolution of q-independent random variables

Silvio M. Duarte Queiros·Constantino Tsallis
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Abstract

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the probability density function known as q-Gaussian, which emerges upon maximisation of the entropy Sq, into an attractor in probability space. Moreover, we also discuss a q-generalisation of a-stable Levy distributions which can as well be stable for this special kind of correlation.Within this context, we verify the emergence of a triplet of entropic indices which relate the form of the attractor, the correlation, and the scaling rate, similar to the q-triplet that connects the entropic indices characterising the sensitivity to initial conditions, the stationary state, and relaxation to the stationary state in anomalous systems.

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Silvio M. Duarte Queiros, Constantino Tsallis. 2007-09-28. Nonextensive statistical mechanics and central limit theorems II - Convolution of q-independent random variables. https://doi.org/10.1063/1.2828736

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