Limit distributions of scale-invariant probabilistic models of correlated random variables with the q-Gaussian as an explicit example

European Physical Journal B

Volumn 72, Issue 2, 2009, Pages 263-268

  Hanel, R ^a   Thurner, S ^a,b   Tsallis, C ^b,c  

^a MEDICAL UNIVERSITY OF VIENNA   (Austria)

^b SANTA FE INSTITUTE   (United States)

^c CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

BASIC SOLUTIONS; BOLTZMANN-GIBBS ENTROPY; CENTRAL LIMIT THEOREM; EXTREMIZATION; GAUSSIANITY; GAUSSIANS; LANGEVIN EQUATION; LIMIT DISTRIBUTION; LONG RANGE INTERACTIONS; MULTIPLICATIVE NOISE; NON-GAUSSIAN DISTRIBUTION; PROBABILISTIC MODELS; Q-GAUSSIANS; REPRESENTATION THEOREM; SCALE INVARIANCE; SCALE-INVARIANT; STOCHASTIC PROCESS; SYSTEMATICAL ANALYSIS;

FOKKER PLANCK EQUATION; GAUSSIAN DISTRIBUTION; LAPLACE TRANSFORMS; NONLINEAR EQUATIONS; RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

RANDOM VARIABLES;

EID: 71449093957     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00330-1     Document Type: Article

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