Superposition of chaotic processes with convergence to Lévy’s stable law
暂无分享,去创建一个
We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed random variables obeying such chaotic process converge in density �
[1] G. G. Stokes. "J." , 1890, The New Yale Book of Quotations.
[2] K. Chung,et al. Limit Distributions for Sums of Independent Random Variables , 1955 .
[3] L. Devroye. Non-Uniform Random Variate Generation , 1986 .
[4] B. Gnedenko,et al. Limit Distributions for Sums of Independent Random Variables , 1955 .