Related papers: Influence of global correlations on central limit …
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized \cite{Tsallis1988} in 1988 by using the entropy $S_q = \frac{1-\sum_i p_i^q}{q-1}$…
The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…
Increasing the number $N$ of elements of a system typically makes the entropy to increase. The question arises on {\it what particular entropic form} we have in mind and {\it how it increases} with $N$. Thermodynamically speaking it makes…
Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…
We show, on purely statistical grounds and without appeal to any physical model, that a power-law $q-$entropy $S_q$, with $0<q<1$, can be {\it extensive}. More specifically, if the components $X_i$ of a vector $X \in \mathbb{R}^N$ are…
The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…
Many natural and artificial systems whose range of interaction is long enough are known to exhibit (quasi)stationary states that defy the standard, Boltzmann-Gibbs statistical mechanical prescriptions. For handling such anomalous systems…
The correlated probabilistic model introduced and analytically discussed in Hanel et al (2009) is based on a self-dual transformation of the index $q$ which characterizes a current generalization of Boltzmann-Gibbs statistical mechanics,…
The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…
Phase space can be constructed for $N$ equal and distinguishable subsystems that could be (probabilistically) either {\it weakly} (or {\it "locally"}) correlated (e.g., independent, i.e., uncorrelated), or {\it strongly} (or {\it globally})…
We briefly review Boltzmann-Gibbs and nonextensive statistical mechanics as well as their connections with Fokker-Planck equations and with existing central limit theorems. We then provide some hints that might pave the road to the proof of…
In order to physically enlighten the relationship between {\it $q$--independence} and {\it scale-invariance}, we introduce three types of asymptotically scale-invariant probabilistic models with binary random variables, namely (i) a family,…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…
A q-modified version of the central limit theorem due to Umarov et al. affirms that q-Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a…
We provide numerical indications of the $q$-generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on $N$ binary random variables correlated in a {\it scale-invariant} way.…
Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…
The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…
The entropic form $S_q$ is, for any $q \neq 1$, {\it nonadditive}. Indeed, for two probabilistically independent subsystems, it satisfies $S_q(A+B)/k=[S_q(A)/k]+[S_q(B)/k]+(1-q)[S_q(A)/k][S_q(B)/k] \ne S_q(A)/k+S_q(B)/k$. This form will…