On a q-Central Limit Theorem Consistent with Nonextensive Statistical Mechanics

. The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized [1] in 1988 by using the entropy instead of its particular BG case . The theory which emerges is usually referred to as nonextensive statistical...

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Veröffentlicht in:Milan journal of mathematics 2008-12, Vol.76 (1), p.307-328
Hauptverfasser: Umarov, Sabir, Tsallis, Constantino, Steinberg, Stanly
Format: Artikel
Sprache:eng
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Zusammenfassung:. The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized [1] in 1988 by using the entropy instead of its particular BG case . The theory which emerges is usually referred to as nonextensive statistical mechanics and recovers the standard theory for q = 1. During the last two decades, this q -generalized statistical mechanics has been successfully applied to a considerable amount of physically interesting complex phenomena. A conjecture[2] and numerical indications available in the literature have been, for a few years, suggesting the possibility of q -versions of the standard central limit theorem by allowing the random variables that are being summed to be strongly correlated in some special manner, the case q = 1 corresponding to standard probabilistic independence. This is what we prove in the present paper for . The attractor, in the usual sense of a central limit theorem, is given by a distribution of the form , and normalizing constant C q . These distributions, sometimes referred to as q -Gaussians, are known to make, under appropriate constraints, extremal the functional S q (in its continuous version). Their q = 1 and q = 2 particular cases recover respectively Gaussian and Cauchy distributions.
ISSN:1424-9286
1424-9294
DOI:10.1007/s00032-008-0087-y