An application of the renormalization group method to stable limit laws

Dong Li; Yakov G. Sinai

doi:10.1007/s10955-014-1098-4

An application of the renormalization group method to stable limit laws

Dong Li, Yakov G. Sinai

Research output: Contribution to journal › Article › peer-review

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Abstract

Let(X_n)^∞_n=1be a sequence of independent identically distributed random variables. We study the normalized partial sums and the corresponding renormalization group flow in the space of probability densities. We prove the convergence to stable limit laws under suitable assumptions on the initial density.

Original language	English (US)
Pages (from-to)	915-930
Number of pages	16
Journal	Journal of Statistical Physics
Volume	157
Issue number	4-5
DOIs	https://doi.org/10.1007/s10955-014-1098-4
State	Published - Oct 18 2014

All Science Journal Classification (ASJC) codes

Statistical and Nonlinear Physics
Mathematical Physics

Keywords

Random variable
Renormalization group
Stable limit law

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10.1007/s10955-014-1098-4

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KW - Renormalization group

KW - Stable limit law

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An application of the renormalization group method to stable limit laws

Abstract

All Science Journal Classification (ASJC) codes

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