Superposition of chaotic processes with convergence to Levy's stable law

被引:32
作者
Umeno, K [1 ]
机构
[1] Minist Posts & Telecommun, Commun Res Lab, Koganei, Tokyo 1848795, Japan
来源
PHYSICAL REVIEW E | 1998年 / 58卷 / 02期
关键词
D O I
10.1103/PhysRevE.58.2644
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We construct a family of chaotic dynamical systems with explicit distributions with broad tails, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed random variables obeying such a chaotic process converge in density to Levy's stable laws in a full range of index parameters in a unified manner. The theory related to the connection between deterministic chaos and non-Gaussian distributions gives us a systematic view of the purely mechanical generation of Levy's stable laws.
引用
收藏
页码:2644 / 2647
页数:4
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