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Title: A geometric theory for Lévy distributions

Lévy distributions are of prime importance in the physical sciences, and their universal emergence is commonly explained by the Generalized Central Limit Theorem (CLT). However, the Generalized CLT is a geometry-less probabilistic result, whereas physical processes usually take place in an embedding space whose spatial geometry is often of substantial significance. In this paper we introduce a model of random effects in random environments which, on the one hand, retains the underlying probabilistic structure of the Generalized CLT and, on the other hand, adds a general and versatile underlying geometric structure. Based on this model we obtain geometry-based counterparts of the Generalized CLT, thus establishing a geometric theory for Lévy distributions. The theory explains the universal emergence of Lévy distributions in physical settings which are well beyond the realm of the Generalized CLT.
Authors:
Publication Date:
OSTI Identifier:
22447580
Resource Type:
Journal Article
Resource Relation:
Journal Name: Annals of Physics; Journal Volume: 347; Other Information: Copyright (c) 2014 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; GEOMETRY; PROBABILITY; RANDOMNESS; STATISTICS