The central limit theorem (CLT) and its generalization to stable distributions have been widely described in literature. However, many variations of the theorem have been defined and often their applicability in practical situations is not straightforward. In particular, the applicability of the CLT is essential for a derivation of heterogeneous ensemble of Brownian particles (HEBP). Here, we analyze the role of the CLT within the HEBP approach in more detail and derive the conditions under which the existing theorems are valid.
The role of the central limit theorem in the heterogeneous ensemble of Brownian particles approach / Vitali S.; Budimir I.; Runfola C.; Castellani G.. - In: MATHEMATICS. - ISSN 2227-7390. - ELETTRONICO. - 7:12(2019), pp. 1145.1-1145.9. [10.3390/MATH7121145]
The role of the central limit theorem in the heterogeneous ensemble of Brownian particles approach
Budimir I.Conceptualization
;Castellani G.
Funding Acquisition
2019
Abstract
The central limit theorem (CLT) and its generalization to stable distributions have been widely described in literature. However, many variations of the theorem have been defined and often their applicability in practical situations is not straightforward. In particular, the applicability of the CLT is essential for a derivation of heterogeneous ensemble of Brownian particles (HEBP). Here, we analyze the role of the CLT within the HEBP approach in more detail and derive the conditions under which the existing theorems are valid.| File | Dimensione | Formato | |
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