Automodel probability distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 63-80
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As in traditional probability theory, one of the most difficult problems in the theory of phase transitions concerns the limit distributions for sums of a large number of random variables. However, these variables are strongly dependent. Therefore the usual methods cannot be applied. The limit distributions which appear in these problems are invariant under a subgroup of linear endomorphisms, called the renormalization group. In this paper, we find Gaussian invariant distributions and construct formal series for non-Gaussian ones. Our approach is inspired by the famous renormalization group method widely known in physical literature and developed mainly by K. Wilson, M. Fisher and L. Kadanoff.
@article{TVP_1976_21_1_a4,
author = {Ya. G. Sinaǐ},
title = {Automodel probability distributions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {63--80},
year = {1976},
volume = {21},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a4/}
}
Ya. G. Sinaǐ. Automodel probability distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 63-80. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a4/