Let(X n ) ∞ n=1 be 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)|
|Number of pages||16|
|Journal||Journal of Statistical Physics|
|State||Published - Oct 18 2014|
All Science Journal Classification (ASJC) codes
- Statistical and Nonlinear Physics
- Mathematical Physics