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q-Gaussian approximants mimic non-extensive statistical-mechanical expectation for many-body probabilistic model with long-range correlations
2009
Open Physics
AbstractWe study a strictly scale-invariant probabilistic N-body model with symmetric, uniform, identically distributed random variables. Correlations are induced through a transformation of a multivariate Gaussian distribution with covariance matrix decaying out from the unit diagonal, as ρ/r α for r =1, 2, ..., N-1, where r indicates displacement from the diagonal and where 0 ⩽ ρ ⩽ 1 and α ⩾ 0. We show numerically that the sum of the N dependent random variables is well modeled by a compact
doi:10.2478/s11534-009-0054-4
fatcat:773yum5flfbshlmml3bpgpwd2q