A scale-invariant probabilistic model based on Leibniz-like pyramids
Abstract
We introduce a family of probabilistic {\it scale-invariant} Leibniz-like pyramids and -dimensional hyperpyramids (), characterized by a parameter , whose value determines the degree of correlation between -valued random variables. There are different events, and the limit corresponds to independent random variables, in which case each event has a probability to occur. The sums of these -valued random variables correspond to a dimensional probabilistic model, and generalizes a recently proposed one-dimensional () model having Gaussians (with for ) as limit probability distributions for the sum of the binary variables [A. Rodr\'{\i}guez {\em et al}, J. Stat. Mech. (2008) P09006; R. Hanel {\em et al}, Eur. Phys. J. B {\bf 72}, 263 (2009)]. In the limit the dimensional multinomial distribution is recovered for the sums, which approach a dimensional Gaussian distribution for . For any , the conditional distributions of the dimensional model are shown to yield the corresponding joint distribution of the -dimensional model with the same . For the case, we study the joint probability distribution, and identify two classes of marginal distributions, one of them being asymmetric and scale-invariant, while the other one is symmetric and only asymptotically scale-invariant. The present probabilistic model is proposed as a testing ground for a deeper understanding of the necessary and sufficient conditions for having -Gaussian attractors in the limit, the ultimate goal being a neat mathematical view of the causes clarifying the ubiquitous emergence of -statistics verified in many natural, artificial and social systems.
Cite
@article{arxiv.1107.1108,
title = {A scale-invariant probabilistic model based on Leibniz-like pyramids},
author = {Antonio Rodríguez and Constantino Tsallis},
journal= {arXiv preprint arXiv:1107.1108},
year = {2015}
}