Central Limit Theorems under additive deformations
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
---|---|
Pages (from-to) | 156-162 |
Journal / Publication | Statistics and Probability Letters |
Volume | 118 |
Publication status | Published - 1 Nov 2016 |
Externally published | Yes |
Link(s)
DOI | DOI |
---|---|
Document Link | |
Link to Scopus | https://www.scopus.com/record/display.uri?eid=2-s2.0-84978711987&origin=recordpage |
Permanent Link | https://scholars.cityu.edu.hk/en/publications/publication(8b1d4055-ab04-4bd3-9a74-3378eb75f8be).html |
Abstract
Additive deformations of statistical systems arise in various areas of physics. Classical central limit theory is then no longer applicable, even when standard independence assumptions are preserved. This paper investigates ways in which deformed algebraic operations lead to distinctive central limit theory. We establish some general central limit results that are applicable to a range of examples arising in nonextensive statistical mechanics, including the addition of momenta and velocities via Kaniadakis addition, and Tsallis addition. We also investigate extensions to random additive deformations, and find evidence (based on simulation studies) for a universal limit specific to each statistical system.
Research Area(s)
- Kaniadakis addition, Probability on Lie groups, Tsallis entropy
Bibliographic Note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to lbscholars@cityu.edu.hk.
Citation Format(s)
Central Limit Theorems under additive deformations. / Eck, Daniel J.; McKeague, Ian W.
In: Statistics and Probability Letters, Vol. 118, 01.11.2016, p. 156-162.
In: Statistics and Probability Letters, Vol. 118, 01.11.2016, p. 156-162.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review