The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in the presence of strong correlations between the added random contributions. Here, we study this problem for similar interchangeable globally correlated random variables. Under these conditions, a hierarchical set of equations is derived for the conditional transition probabilities. This result allows us to define different classes of memory mechanisms that depend on a symmetric way on all involved variables. Depending on the correlation mechanisms and statistics of the single variables, the corresponding sums are characterized by distinct probability densities. For a class of urn models it is also possible to cha...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...
20 pages, 9 figures. Text at the basis of a talk presented at the 7th International Conference on No...
We derive a central limit theorem for the probability distribution of the sum of many critically cor...
We derive a central limit theorem for the probability distribution of the sum of many critically cor...
Non-negative limited normal or gamma distributed random variables are commonly used to model physica...
Computational methods in statistical physics and nonlinear dynamics. Abstract. -We provide numerical...
Let (Xn) be a sequence of integrable real random variables, adapted to a filtration (Gn). Define: Cn...
Let Xn be a sequence of integrable real random variables, adapted to a filtration (Gn). Define Cn = ...
In 1992, Speicher showed the fundamental fact that the probability measures playing the role of the ...
Extremization of the Boltzmann-Gibbs (BG) entropy $S_{BG}=-k\int dx\,p(x) \ln p(x)$ under appropria...
WOS: 000246073900006PubMed ID: 17500848We investigate the probability density of rescaled sums of it...
AbstractWe consider central limit theory for urn models in which balls are not necessarily replaced ...
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability ...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...
20 pages, 9 figures. Text at the basis of a talk presented at the 7th International Conference on No...
We derive a central limit theorem for the probability distribution of the sum of many critically cor...
We derive a central limit theorem for the probability distribution of the sum of many critically cor...
Non-negative limited normal or gamma distributed random variables are commonly used to model physica...
Computational methods in statistical physics and nonlinear dynamics. Abstract. -We provide numerical...
Let (Xn) be a sequence of integrable real random variables, adapted to a filtration (Gn). Define: Cn...
Let Xn be a sequence of integrable real random variables, adapted to a filtration (Gn). Define Cn = ...
In 1992, Speicher showed the fundamental fact that the probability measures playing the role of the ...
Extremization of the Boltzmann-Gibbs (BG) entropy $S_{BG}=-k\int dx\,p(x) \ln p(x)$ under appropria...
WOS: 000246073900006PubMed ID: 17500848We investigate the probability density of rescaled sums of it...
AbstractWe consider central limit theory for urn models in which balls are not necessarily replaced ...
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability ...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
International audienceThe stochastic models investigated in this paper describe the evolution of a s...