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Article: An application of the renormalization group method to stable limit laws
Title | An application of the renormalization group method to stable limit laws |
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Authors | |
Keywords | Random variable Renormalization group Stable limit law |
Issue Date | 2014 |
Citation | Journal of Statistical Physics, 2014, v. 157, n. 4-5, p. 915-930 How to Cite? |
Abstract | Let(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 Identifier | http://hdl.handle.net/10722/327154 |
ISSN | 2023 Impact Factor: 1.3 2023 SCImago Journal Rankings: 0.798 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Li, Dong | - |
dc.contributor.author | Sinai, Yakov G. | - |
dc.date.accessioned | 2023-03-31T05:29:21Z | - |
dc.date.available | 2023-03-31T05:29:21Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Journal of Statistical Physics, 2014, v. 157, n. 4-5, p. 915-930 | - |
dc.identifier.issn | 0022-4715 | - |
dc.identifier.uri | http://hdl.handle.net/10722/327154 | - |
dc.description.abstract | Let(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.language | eng | - |
dc.relation.ispartof | Journal of Statistical Physics | - |
dc.subject | Random variable | - |
dc.subject | Renormalization group | - |
dc.subject | Stable limit law | - |
dc.title | An application of the renormalization group method to stable limit laws | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1007/s10955-014-1098-4 | - |
dc.identifier.scopus | eid_2-s2.0-85028111763 | - |
dc.identifier.volume | 157 | - |
dc.identifier.issue | 4-5 | - |
dc.identifier.spage | 915 | - |
dc.identifier.epage | 930 | - |
dc.identifier.isi | WOS:000344081500015 | - |