Maximum entropy approach to central limit distributions of correlated variables

Stefan Thurner; Rudolf Hanel

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arXiv · 0804.3477

Maximum entropy approach to central limit distributions of correlated variables

Stefan Thurner·Rudolf Hanel

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Abstract

Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. 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.

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Stefan Thurner, Rudolf Hanel. 2008-04-22. Maximum entropy approach to central limit distributions of correlated variables. https://arxiv.org/abs/0804.3477

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