Central limit theorems for nonlinear hierarchical sequences of random variables

被引:7
|
作者
Wehr, J [1 ]
Woo, JM
机构
[1] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
[2] Univ Arizona, Program Appl Math, Tucson, AZ 85721 USA
基金
美国国家科学基金会;
关键词
random resistor networks; central limit theorem; hierarchical lattices; renormalization group;
D O I
10.1023/A:1010384806884
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Let a random variable xo and a function f: [a, b](k) --> [a, b] be given. A hierarchical sequence {x(n): n = 0, 1, 2....} of random variables is defined inductively by the relation x(n) = f(x(n-1, 1), x(n-1, 2) ...., x(n-1, k)), where {x(n-1, i): i = 1, 2, ..., k} is a family of independent random variables with the same distribution as x(n-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.
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页码:777 / 797
页数:21
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