Work

Note on aq-modified central limit theorem

Year: 2010
Type: article
Abstract: A q -modified version of the central limit theorem due to Umarov et al affirms that q -Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a nonlinear q -modified Fourier transform. By exhibiting an invariance property we show that this Fourier transform does not have an inverse. As a consequence, the theorem falls short of achieving its stated goal.
Author: H J Hilhorst
Language: English
Open Access status: bronze
OpenAlex ID: W2004894113
FWCI: 6.629
Cites: 17
Cited by: 57
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