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Statistics 2010
Note on a q-modified central limit theoremDOI: 10.1088/1742-5468/2010/10/P10023 Abstract: A q-modified version of the central limit theorem due to Umarov et al. affirms that q-Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a nonlinear q-modified Fourier transform. By exhibiting an invariance property we show that this Fourier transform does not have an inverse. As a consequence, the theorem falls short of achieving its stated goal.
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