Convergence of the probability of large deviations in a model of correlated random variables having compact-supportQ-Gaussians as limiting distributions

DOI10.1063/1.4908108zbMATH Open1315.82012arXiv1406.7327OpenAlexW3102083258MaRDI QIDQ5178181FDOQ5178181

Authors: M. Jauregui, C. Tsallis 

Publication date: 13 March 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: We consider correlated random variables $X_1,dots,X_n$ taking values in $0,1$ such that, for any permutation $pi$ of $1,dots,n$, the random vectors $(X_1,dots,X_n)$ and $(X_{pi(1)},dots,X_{pi(n)})$ have the same distribution. This distribution, which was introduced by Rodr'iguez et al (2008) and then generalized by Hanel et al (2009), is scale-invariant and depends on a real parameter $u>0$ ($uoinfty$ implies independence). Putting $S_n=X_1+cdots+X_n$, the distribution of $S_n-n/2$ approaches a $Q$-Gaussian distribution with compact support ($Q=1-1/(u-1)<1$) as $n$ increases, after appropriate scaling. In the present article, we show that the distribution of $S_n/n$ converges, as $noinfty$, to a beta distribution with both parameters equal to $u$. In particular, the law of large numbers does not hold since, if $0lex<1/2$, then $mathbbP(S_n/nlex)$, which is the probability of the event $S_n/nlex$ (large deviation), does not converges to zero as $noinfty$. For $x=0$ and every real $u>0$, we show that $mathbbP(S_n=0)$ decays to zero like a power law of the form $1/n^u$ with a subdominant term of the form $1/n^{u+1}$. If $0<xle1$ and $u>0$ is an integer, we show that we can analytically find upper and lower bounds for the difference between $mathbbP(S_n/nlex)$ and its ($noinfty$) limit. We also show that these bounds vanish like a power law of the form $1/n$ with a subdominant term of the form $1/n^2$.

Full work available at URL: https://arxiv.org/abs/1406.7327

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zbMATH Keywords

large deviationsexchangeable random variables\(Q\)-Gaussian distributions

Mathematics Subject Classification ID

Large deviations (60F10) Measures of information, entropy (94A17) Statistical thermodynamics (82B30)

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Cited In (6)

• A note on \(q\)-Gaussians and non-Gaussians in statistical mechanics
• Emergence of \(q\)-statistical functions in a generalized binomial distribution with strong correlations
• Large deviations for correlated random variables described by a matrix product ansatz
• A fractional Fokker-Planck equation for non-singular kernel operators
• Reply to comment on ``Towards a large deviation theory for strongly correlated systems
• Stochastic dynamics of \(N\) correlated binary variables and non-extensive statistical mechanics

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