Nonextensive statistical mechanics and central limit theorems I - Convolution of independen.pdfVIP

Nonextensive statistical mechanics and central limit theorems I - Convolution of independen.pdf

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Nonextensive statistical mechanics and central limit theorems I - Convolution of independen

a r X i v : 0 7 0 9 .4 6 5 6 v 1 [ c o n d - m a t .s o f t ] 2 8 S e p 2 0 0 7 Nonextensive statistical mechanics and central limit theorems I - Convolution of independent random variables and q-product Constantino Tsallis ? ,? and Sílvio M. Duarte Queirós ? ? Centro Brasileiro de Pesquisas Físicas, 150, 22290-180, Rio de Janeiro - RJ, Brazil ? Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, New Mexico 87501, USA Abstract. In this article we review the standard versions of the Central and of the Lévy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables asso- ciated with the distribution Gq (X) ≡ Aq [ 1 +(q?1)Bq (X ? μ?q)2 ] 1 1?q (Aq 0; Bq 0; q 3), known as q-Gaussian. This distribution emerges upon extremisation of the nonadditive entropy Sq ≡ k (1? ∫ [p(X)]q dX)/(1?q), basis of nonextensive statistical mechanics. It has a finite vari- ance for q 5/3, and an infinite one for q ≥ 5/3. We exhibit that, in the case of (standard) inde- pendence, the q-Gaussian has either the Gaussian (if q 5 3 ) or the α-stable Lévy distributions (if q 5 3 ) as its attractor in probability space. Moreover, we review a generalisation of the product, the q-product, which plays a central role in the approach of the specially correlated variables emerging within the nonextensive theory. Keywords: central limit theorem, independence, nonextensive statistical mechanics PACS: 02.30.-f, 02.50.-r, 05.40.-a INTRODUCTION Science, whether in its pure or applied form, is frequently related to the description of the behaviour exhibited by systems when some quantity approaches a particular value. We might consider the effect on the state of a particle as we furnish it a certain energy, E, when this quantity tends to some critical value, Ec, or the response of a system when the number of elements goes to infinity, like it usually occurs in thermodynamics and statistical mechanics, i.e., the thermodynamic limit. In the latter cas

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