Central limit theorems for nonlinear hierarchical sequences of random variables

Authors
Citation
J. Wehr et Jm. Woo, Central limit theorems for nonlinear hierarchical sequences of random variables, J STAT PHYS, 104(3-4), 2001, pp. 777-797
Citations number
7
Categorie Soggetti
Physics
Journal title
JOURNAL OF STATISTICAL PHYSICS
ISSN journal
00224715 → ACNP
Volume
104
Issue
3-4
Year of publication
2001
Pages
777 - 797
Database
ISI
SICI code
0022-4715(200108)104:3-4<777:CLTFNH>2.0.ZU;2-W
Abstract
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 defin ed 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 v ariables with the same distribution as x(n-1). We prove a central limit the orem for this hierarchical sequence of random variables when a function f s atisfies a certain averaging condition. As a corollary under a natural assu mption we prove a central limit theorem for a suitably normalized sequence of conductivities of a random resistor network on a hierarchical lattice.