We discuss \(\rightarrow \) how to go beyond the Central Limit Theorem and introduce the concept of stable distributions, in particular the class of Lévy distributions. We study the problem of anomalous diffusion as a physical example where the CLT cannot be used.

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Beyond the Gaussian Distribution

  • Guido Boffetta,
  • Angelo Vulpiani

摘要

We discuss \(\rightarrow \) how to go beyond the Central Limit Theorem and introduce the concept of stable distributions, in particular the class of Lévy distributions. We study the problem of anomalous diffusion as a physical example where the CLT cannot be used.