Title:
Maximum Entropy Approach to Central Limit Distributions of Correlated Variables
Author(s):
Stefan Thurner, Rudolf Hanel
Paper #:
08-05-020
Date:
May 1, 2008
Abstract:
Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers [1]. Here we present the analytical form of entropy which – under the maximum entropy principle (with ordinary constraints)– provides these limit distributions. These distributions are not q-Gaussians and can not be obtained with Tsallis entropy.
Facebook
Twitter
Email Newsletter
SFI News Feed
Google+
YouTube
iTunes U