Influence of global correlations on central limit theorems and entropic extensivity
Abstract
We consider probabilistic models of N identical distinguishable, binary random variables. If these variables are strictly or asymptotically independent, then, for N -> infinity, (i) the attractor in distribution space is, according to the standard central limit theorem, a Gaussian, and (ii) the Boltzmann-Gibbs-Shannon entropy S-BGS =-Sigma(W)(i=1),p(i)1np(i) (where W = 2(N)) is extensive, meaning that S-BGS(N)similar to N. If these variables have any nonvanishing global (i.e., not asymptotically independent) correlations, then the attractor deviates from the Gaussian. The entropy appears to be more robust, in the sense that, in some cases, S-BGS remains extensive even in the presence of strong global correlations. In other cases, however, even weak global correlations make the entropy deviate from the normal behavior. More precisely, in such cases the entropic form S-q (1)/(q-1) (1-Sigma(W)(i=1)p(i)(q)) (with S-1=S-BGS) can become extensive for some value of q not equal l. This scenario is illustrated with several as well as previously described models. The discussion illuminates recent progress into q-describable nonextensive probabilistic systems, and the conjectured q-Central Limit Theorem (q-CLT) which posses a q-Gaussian attractor. (c) 2006 Elsevier B.V. All rights reserved.
Más información
Título según WOS: | ID WOS:000242262000005 Not found in local WOS DB |
Título de la Revista: | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS |
Volumen: | 372 |
Número: | 2 |
Editorial: | ELSEVIER SCIENCE BV |
Fecha de publicación: | 2006 |
Página de inicio: | 183 |
Página final: | 202 |
DOI: |
10.1016/j.physa.2006.08.009 |
Notas: | ISI |