12.07.2015 Views

Nonextensive Statistical Mechanics

Nonextensive Statistical Mechanics

Nonextensive Statistical Mechanics

SHOW MORE
SHOW LESS
  • No tags were found...

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

4.6 Probabilistic Models with Correlations – Numerical and Analytical Approaches 119distribution of the sum approaches, after appropriate centering and rescaling, a Lévydistribution when N →∞.Third, we have the class (from now on referred to as the q-Gaussian class) correspondingto γ = 2 and q ≠ 1. Its basic solutions are, as already discussed,q-Gaussians. And these solutions are stable in the sense that, if we start with an arbitrary(symmetric) solution p(x, 0), it asymptotically approaches a q-Gaussian. Thishas been numerically verified and analytically proved in [272–274]. As we shall see,a generalized Central Limit Theorem (noted q-G-CLT or just q-CLT) can be establishedfor this situation. It corresponds to the violation of the hypothesis of independence.Not a weak violation with correlations that gradually disappear in the N →∞ limit, but a certain class of global correlations which persist up to infinity. Thismakes sense since Eq. (4.32) is nonlinear for q ≠ 1. The possible existence of sucha theorem was first suggested in [826], specifically conjectured in [191] and finallyproved in [247]. This theorem also demands the finiteness of a certain q-variance.If this q-variance diverges, then we are led to the fourth and last present class.The fourth class (from now on referred to as the (q,α) class) corresponds toγ ≡ α

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!