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