q-Gaussian approximants mimic non-extensive statistical-mechanical expectation for many-body probabilistic model with long-range correlations

William Thistleton 1 , John Marsh 2 , Kenric Nelson 3 ,  and Constantino Tsallis
  • 1 Department of Mathematics, SUNY Institute of Technology, Utica, NY, 13504, USA
  • 2 Department of Computer and Information Sciences, SUNY Institute of Technology, Utica, NY, 13504, USA
  • 3 Raytheon Integrated Defense Systems, Principal Systems Engineer, San Diego, CA, USA
  • 4 Centro Brasileiro de Pesquisas Fisicas, Rua Xavier Sigaud 150, 22290-180, Rio de Janeiro - RJ, Brazil
  • 5 Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM, 87501, USA


We study a strictly scale-invariant probabilistic N-body model with symmetric, uniform, identically distributed random variables. Correlations are induced through a transformation of a multivariate Gaussian distribution with covariance matrix decaying out from the unit diagonal, as ρ/r α for r =1, 2, ..., N-1, where r indicates displacement from the diagonal and where 0 ⩽ ρ ⩽ 1 and α ⩾ 0. We show numerically that the sum of the N dependent random variables is well modeled by a compact support q-Gaussian distribution. In the particular case of α = 0 we obtain q = (1-5/3 ρ) / (1- ρ), a result validated analytically in a recent paper by Hilhorst and Schehr. Our present results with these q-Gaussian approximants precisely mimic the behavior expected in the frame of non-extensive statistical mechanics. The fact that the N → ∞ limiting distributions are not exactly, but only approximately, q-Gaussians suggests that the present system is not exactly, but only approximately, q-independent in the sense of the q-generalized central limit theorem of Umarov, Steinberg and Tsallis. Short range interaction (α > 1) and long range interactions (α < 1) are discussed. Fitted parameters are obtained via a Method of Moments approach. Simple mechanisms which lead to the production of q-Gaussians, such as mixing, are discussed.

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Open Physics (former Central European Journal of Physics) is a peer-reviewed Open Access journal, devoted to the publication of fundamental research results in all fields of physics.