2 9 Ja n 20 09 Geometry of the Central Limit Theorem in the Nonextensive Case

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

] 3 M ay 2 00 8 SYMMETRIC ( q , α ) - STABLE DISTRIBUTIONS . PART I : FIRST REPRESENTATION

The classic central limit theorem and α-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the random variables that are being summed. A generalization of the BG theory, usually referred to as nonextensive statistical mechanics and characterized by the index ...

1 4 N ov 2 00 7 A generalization of the central limit theorem consistent with nonextensive statistical mechan - ics

The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized [1] in 1988 by using the entropy Sq = 1− P i p q i q−1 (with q ∈ R) instead of its particular BG case S1 = SBG = − P i pi ln pi. The theory which emerges is usually referred to as nonextensive statistical mechanics and recovers the standard th...

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...