MULTIVARIATE GENERALIZATIONS OF THE q–CENTRAL LIMIT THEOREM

The Local Limit Theorem: A Historical Perspective

The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fer...

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

Central and Local Limit Theories in Markov Dependent Random Variables

A Generalization of the Central Limit Theorem Consistent with Nonextensive Statistical Mechanics

As well known, the standard central limit theorem plays a fundamental role in BoltzmannGibbs (BG) statistical mechanics. This important physical theory has been generalized by one of us (CT) in 1988 by using the entropy Sq = 1− ∑ i p i q−1 (with q ∈ R) instead of its particular case S1 = SBG = − ∑ i pi ln pi. The theory which emerges is usually referred to as nonextensive statistical mechanics ...

Ju l 2 00 9 Central Limit behavior in the Kuramoto model at the ’ Edge of Chaos ’

We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when chaos is sufficiently strong , the Pdfs of the sums tend to a Gaussian, consistently with the standard CLT. On the other hand, when the system is at the ”edge o...