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
Hauptverfasser:	Li, Dong, Sinai, Yakov G.
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Sprache:	eng
Schlagworte:	Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Statistical Physics and Dynamical Systems Theoretical
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description	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.
doi_str_mv	10.1007/s10955-014-1098-4
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subjects	Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Statistical Physics and Dynamical Systems Theoretical
title	An Application of the Renormalization Group Method to Stable Limit Laws
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