Limit distribution in the $q$-CLT for $q \ge 1$ can not have a compact support

Details Limit distribution in the $q$-CLT for $q \ge 1$ can not have a compact support Limit distribution in the $q$-CLT for $q \ge 1$ can not have a compact support

2010-12-08

arxiv.org/abs/1012.1814v1

Physics

Condensed Matter

Statistical Mechanics

13 pages; no figures

Scientific paper

In a recent paper Hilhorst \cite{Hilhorst2010} illustrated that the $q$-Fourier transform for $q>1$ is not invertible in the space of density functions. Using an invariance principle he constructed a family of densities with the same $q$-Fourier transform and claimed that $q$-Gaussians are not mathematically proved to be attractors. We show here that none of the distributions constructed in Hilhorst's counterexamples can be a limit distribution in the $q$-CLT, except the one whose support covers the whole real axis, which is precisely the $q$-Gaussian distribution.

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