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Article: An application of the renormalization group method to stable limit laws

TitleAn application of the renormalization group method to stable limit laws
Authors
KeywordsRandom variable
Renormalization group
Stable limit law
Issue Date2014
Citation
Journal of Statistical Physics, 2014, v. 157, n. 4-5, p. 915-930 How to Cite?
AbstractLet(Xn)∞n=1be a sequence of independent identically distributed random variables. We study the normalized partial sums and the corresponding renormalization group flow in the space of probability densities. We prove the convergence to stable limit laws under suitable assumptions on the initial density.
Persistent Identifierhttp://hdl.handle.net/10722/327154
ISSN
2023 Impact Factor: 1.3
2023 SCImago Journal Rankings: 0.798
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorLi, Dong-
dc.contributor.authorSinai, Yakov G.-
dc.date.accessioned2023-03-31T05:29:21Z-
dc.date.available2023-03-31T05:29:21Z-
dc.date.issued2014-
dc.identifier.citationJournal of Statistical Physics, 2014, v. 157, n. 4-5, p. 915-930-
dc.identifier.issn0022-4715-
dc.identifier.urihttp://hdl.handle.net/10722/327154-
dc.description.abstractLet(Xn)∞n=1be a sequence of independent identically distributed random variables. We study the normalized partial sums and the corresponding renormalization group flow in the space of probability densities. We prove the convergence to stable limit laws under suitable assumptions on the initial density.-
dc.languageeng-
dc.relation.ispartofJournal of Statistical Physics-
dc.subjectRandom variable-
dc.subjectRenormalization group-
dc.subjectStable limit law-
dc.titleAn application of the renormalization group method to stable limit laws-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s10955-014-1098-4-
dc.identifier.scopuseid_2-s2.0-85028111763-
dc.identifier.volume157-
dc.identifier.issue4-5-
dc.identifier.spage915-
dc.identifier.epage930-
dc.identifier.isiWOS:000344081500015-

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