An Application of the Renormalization Group Method to Stable Limit Laws
Let ( X n ) n = 1 ∞ be a sequence of independent identically distributed random variables. We study the normalized partial sums and the corresponding renormalization group flow in the space of probability densities. We prove the convergence to stable limit laws under suitable assumptions on the init...
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| Veröffentlicht in: | Journal of statistical physics 2014-12, Vol.157 (4-5), p.915-930 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | Let
(
X
n
)
n
=
1
∞
be a sequence of independent identically distributed random variables. We study the normalized partial sums and the corresponding renormalization group flow in the space of probability densities. We prove the convergence to stable limit laws under suitable assumptions on the initial density. |
|---|---|
| ISSN: | 0022-4715 1572-9613 |
| DOI: | 10.1007/s10955-014-1098-4 |