Maximum entropy approach to central limit distributions of correlated variables

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dc.creatorThurner, Stefan
dc.creatorHanel, Rudolf
dc.date2008-04-22
dc.date.accessioned2026-07-07T09:33:59Z
dc.date.available2026-07-07T09:33:59Z
dc.descriptionHilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. Here we present the analytical form of entropy which --under the maximum entropy principle (with ordinary constraints)-- provides these limit distributions. These distributions are not $q$-Gaussians and can not be obtained with Tsallis entropy.
dc.description4 pages 1 fig
dc.identifierhttps://arxiv.org/abs/0804.3477
dc.identifierhttp://arxiv.org/abs/0804.3477
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159328
dc.subjectStatistical Mechanics
dc.titleMaximum entropy approach to central limit distributions of correlated variables
dc.typetext

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