Note on a q-modified central limit theorem

DOI10.1088/1742-5468/2010/10/P10023MaRDI QIDQ3301136zbMATHOpenAlexWikidataFDO

Authors H. J. Hilhorst

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.4259

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07) Foundations of equilibrium statistical mechanics (82B03)

Abstract: A q-modified version of the central limit theorem due to Umarov et al. affirms that q-Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a nonlinear q-modified Fourier transform. By exhibiting an invariance property we show that this Fourier transform does not have an inverse. As a consequence, the theorem falls short of achieving its stated goal.

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Cites work

• scientific article; zbMATH DE number 2116058 (Why is no real title available?)
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• Functional differential equations for the \(q\)-Fourier transform of \(q\)-Gaussians
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• On a \(q\) -central limit theorem consistent with nonextensive statistical mechanics
• On a representation of the inverse \(F_{q}\)-transform
• On multivariate generalizations of the q-central limit theorem consistent with nonextensive statistical mechanics
• Possible generalization of Boltzmann-Gibbs statistics.

Cited in

(14)

• The limit distribution in the \(q\)-CLT for \(q\,\geqslant \,1\) is unique and can not have a compact support
• Influence of the interaction range on the thermostatistics of a classical many-body system
• Extension of inverse \(q\)-Fourier transform via conformal mapping
• Approach of complexity in nature: entropic nonuniqueness
• \(\kappa\)-deformed Fourier transform
• Towards a large deviation theory for strongly correlated systems
• A note on q-weak law of large numbers
• The confidence interval of q-Gaussian distributions
• Connection between Dirichlet distributions and a scale-invariant probabilistic model based on Leibniz-like pyramids
• \(q\)-generalized representation of the \(d\)-dimensional Dirac delta and \(q\)-Fourier transform
• \(q\)-generalization of the inverse Fourier transform
• The transformation groupoid structure of the \(q\)-Gaussian family
• Some Remarks on the Paper “On the q-type Distributions”
• Reflections on the \(q\)-Fourier transform and the \(q\)-Gaussian function

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