کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5375071 | 1504288 | 2010 | 4 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A Randomized Central Limit Theorem
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
شیمی
شیمی تئوریک و عملی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A Randomized Central Limit Theorem A Randomized Central Limit Theorem](/preview/png/5375071.png)
چکیده انگلیسی
The Central Limit Theorem (CLT), one of the most elemental pillars of Probability Theory and Statistical Physics, asserts that: the universal probability law of large aggregates of independent and identically distributed random summands with zero mean and finite variance, scaled by the square root of the aggregate-size (n), is Gaussian. The scaling scheme of the CLT is deterministic and uniform - scaling all aggregate-summands by the common and deterministic factor n. This Letter considers scaling schemes which are stochastic and non-uniform, and presents a “Randomized Central Limit Theorem” (RCLT): we establish a class of random scaling schemes which yields universal probability laws of large aggregates of independent and identically distributed random summands. The RCLT universal probability laws, in turn, are the one-sided and the symmetric Lévy laws.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Chemical Physics - Volume 370, Issues 1â3, 12 May 2010, Pages 290-293
Journal: Chemical Physics - Volume 370, Issues 1â3, 12 May 2010, Pages 290-293
نویسندگان
Iddo Eliazar, Joseph Klafter,