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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 1, Pages 63–80 (Mi tvp3275)

This article is cited in 82 papers

Automodel probability distributions

Ya. G. Sinaĭ

Moscow

Abstract: As in traditional probability theory, one of the most difficult problems in the theory of phase transitions concerns the limit distributions for sums of a large number of random variables. However, these variables are strongly dependent. Therefore the usual methods cannot be applied. The limit distributions which appear in these problems are invariant under a subgroup of linear endomorphisms, called the renormalization group.
In this paper, we find Gaussian invariant distributions and construct formal series for non-Gaussian ones. Our approach is inspired by the famous renormalization group method widely known in physical literature and developed mainly by K. Wilson, M. Fisher and L. Kadanoff.

Received: 24.12.1974


 English version:
Theory of Probability and its Applications, 1976, 21:1, 64–80

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