Note on a q-modified central limit theorem

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Publication:3301136

DOI10.1088/1742-5468/2010/10/P10023zbMATH Open1456.60060arXiv1008.4259OpenAlexW3105255942WikidataQ63214553 ScholiaQ63214553MaRDI QIDQ3301136FDOQ3301136


Authors: H. J. Hilhorst Edit this on Wikidata


Publication date: 11 August 2020

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

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.


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




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