Central limit theorem for anomalous scaling due to correlations

被引:19
作者
Baldovin, Fulvio
Stella, Attilio L.
机构
[1] Univ Padua, Dipartimento Fis, I-35131 Padua, Italy
[2] Univ Padua, Sez INFN, I-35131 Padua, Italy
来源
PHYSICAL REVIEW E | 2007年 / 75卷 / 02期
关键词
D O I
10.1103/PhysRevE.75.020101
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 derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling and is based on a correspondence with the Levy-Gnedenko uncorrelated case. In particular, correlated anomalous diffusion is mapped onto Levy diffusion. Under suitable assumptions, the nonstandard multiplicative structure used for constructing the characteristic function of the total sum allows us to determine correlations of partial sums exclusively on the basis of the global anomalous scaling.
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页数:4
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