IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v99y2015icp149-155.html
   My bibliography  Save this article

Central limit theorems under special relativity

Author

Listed:
  • McKeague, Ian W.

Abstract

Several relativistic extensions of the Maxwell–Boltzmann distribution have been proposed, but they do not explain observed lognormal tail-behavior in the flux distribution of various astrophysical sources. Motivated by this question, extensions of classical central limit theorems are developed under the conditions of special relativity. The results are related to CLTs on locally compact Lie groups developed by Wehn, Stroock and Varadhan, but in this special case the asymptotic distribution has an explicit form that is readily seen to exhibit lognormal tail behavior.

Suggested Citation

  • McKeague, Ian W., 2015. "Central limit theorems under special relativity," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 149-155.
  • Handle: RePEc:eee:stapro:v:99:y:2015:i:c:p:149-155
    DOI: 10.1016/j.spl.2014.12.028
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715215000061
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spl.2014.12.028?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. C. Jones & Arthur Pewsey, 2009. "Sinh-arcsinh distributions," Biometrika, Biometrika Trust, vol. 96(4), pages 761-780.
    2. Kaniadakis, G., 2006. "Towards a relativistic statistical theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(1), pages 17-23.
    3. G. Kaniadakis, 2009. "Maximum entropy principle and power-law tailed distributions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 70(1), pages 3-13, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Eck, Daniel J. & McKeague, Ian W., 2016. "Central Limit Theorems under additive deformations," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 156-162.
    2. Arthur Pewsey, 2018. "Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 147-172, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Francisco J. Rubio & Yili Hong, 2016. "Survival and lifetime data analysis with a flexible class of distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1794-1813, August.
    2. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
    3. Christopher Partlett & Prakash Patil, 2017. "Measuring asymmetry and testing symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 429-460, April.
    4. Stella, Massimo & Brede, Markus, 2014. "A κ-deformed model of growing complex networks with fitness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 360-368.
    5. Deresa, Negera Wakgari & Van Keilegom, Ingrid, 2020. "A multivariate normal regression model for survival data subject to different types of dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    6. Angelica Gianfreda & Derek Bunn, 2018. "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series BEMPS46, Faculty of Economics and Management at the Free University of Bozen.
    7. Bagkavos, Dimitrios & Patil, Prakash N., 2021. "Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation," Statistics & Probability Letters, Elsevier, vol. 171(C).
    8. Sarabia, José María & Prieto, Faustino & Trueba, Carmen & Jordá, Vanesa, 2013. "About the modified Gaussian family of income distributions with applications to individual incomes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1398-1408.
    9. Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011. "The Gompertz–Pareto income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
    10. Asgarani, Somayeh, 2013. "A set of new three-parameter entropies in terms of a generalized incomplete Gamma function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 1972-1976.
    11. Rainer Dyckerhoff & Christophe Ley & Davy Paindaveine, 2015. "Depth-based runs tests for bivariate central symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 917-941, October.
    12. M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
    13. Furuichi, Shigeru & Mitroi, Flavia-Corina, 2012. "Mathematical inequalities for some divergences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 388-400.
    14. Ervin Kaminski Lenzi & Luiz Roberto Evangelista & Luciano Rodrigues da Silva, 2023. "Aspects of Quantum Statistical Mechanics: Fractional and Tsallis Approaches," Mathematics, MDPI, vol. 11(12), pages 1-15, June.
    15. Christophe Ley, 2014. "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES ECARES 2014-42, ULB -- Universite Libre de Bruxelles.
    16. Ley, Christophe & Paindaveine, Davy, 2010. "Multivariate skewing mechanisms: A unified perspective based on the transformation approach," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1685-1694, December.
    17. Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," NBER Working Papers 26883, National Bureau of Economic Research, Inc.
    18. Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
    19. Tsai, Arthur C. & Liou, Michelle & Simak, Maria & Cheng, Philip E., 2017. "On hyperbolic transformations to normality," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 250-266.
    20. Hambuckers, J. & Ulm, M., 2023. "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, vol. 129(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:99:y:2015:i:c:p:149-155. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.