TY - JOUR
T1 - Central limit theorems for nonlinear hierarchical sequences of random variables
AU - Wehr, Jan
AU - Woo, Jung M.
N1 - Funding Information:
Both authors were partially supported by the NSF Statistics and Probability Grant DMS-9706915.
PY - 2001/8
Y1 - 2001/8
N2 - Let a random variable x0 and a function f: [a, b]k → [a, b] be given. A hierarchical sequence {xn: n = 0, 1, 2,...} of random variables is defined inductively by the relation xn = f(xn-1, 1, xn-1, 2...., xn-1 k), where {xn-1, i: i = 1, 2,..., k} is a family of independent random variables with the same distribution as xn-1. We prove a central limit theorem for this hierarchical sequence of random variables when a function f satisfies a certain averaging condition. As a corollary under a natural assumption we prove a central limit theorem for a suitably normalized sequence of conductivities of a random resistor network on a hierarchical lattice.
AB - Let a random variable x0 and a function f: [a, b]k → [a, b] be given. A hierarchical sequence {xn: n = 0, 1, 2,...} of random variables is defined inductively by the relation xn = f(xn-1, 1, xn-1, 2...., xn-1 k), where {xn-1, i: i = 1, 2,..., k} is a family of independent random variables with the same distribution as xn-1. We prove a central limit theorem for this hierarchical sequence of random variables when a function f satisfies a certain averaging condition. As a corollary under a natural assumption we prove a central limit theorem for a suitably normalized sequence of conductivities of a random resistor network on a hierarchical lattice.
KW - Central limit theorem
KW - Hierarchical lattices
KW - Random resistor networks
KW - Renormalization group
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U2 - 10.1023/A:1010384806884
DO - 10.1023/A:1010384806884
M3 - Article
AN - SCOPUS:0035537484
SN - 0022-4715
VL - 104
SP - 777
EP - 797
JO - Journal of Statistical Physics
JF - Journal of Statistical Physics
IS - 3-4
ER -