4.7 Article

Central limit theorem for anomalous scaling due to correlations

期刊

PHYSICAL REVIEW E
卷 75, 期 2, 页码 -

出版社

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.75.020101

关键词

-

向作者/读者索取更多资源

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling and is based on a correspondence with the Levy-Gnedenko uncorrelated case. In particular, correlated anomalous diffusion is mapped onto Levy diffusion. Under suitable assumptions, the nonstandard multiplicative structure used for constructing the characteristic function of the total sum allows us to determine correlations of partial sums exclusively on the basis of the global anomalous scaling.

作者

我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。

评论

主要评分

4.7
评分不足

次要评分

新颖性
-
重要性
-
科学严谨性
-
评价这篇论文

推荐

暂无数据
暂无数据