General Limit Distributions for Sums of Random Variables with a Matrix Product Representation

被引：0

作者：

Florian Angeletti

Eric Bertin

Patrice Abry

机构：

[1] National Institute for Theoretical Physics (NITheP),Institute of Theoretical Physics

[2] University of Stellenbosch,Laboratoire Interdisciplinaire de Physique, CNRS UMR 5588, BP 87

[3] Université Joseph Fourier Grenoble,Laboratoire de Physique, ENS Lyon, CNRS

[4] Université de Lyon,undefined

来源：

Journal of Statistical Physics | 2014年 / 157卷

关键词：

Limit distribution; Statistics of sums; Matrix product ansatz; Hidden Markov model; Non-Gaussian distributions;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to a form of ergodicity breaking in the underlying non-homogeneous Hidden Markov Chain. The link between ergodicity and limit distributions is detailed and used to provide a full algorithmic characterization of the general limit distributions.

引用

页码：1255 / 1283

页数：28

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