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Register a new userAn elementary renormalization-group approach to the Generalized Central Limit Theorem and Extreme Value Distributions
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Ariel Amir
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The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge under appropriate scaling to a distribution belonging to a special family known as Levy stable distributions. Similarly, the maximum of i.i.d. variables may converge to a distribution belonging to one of three universality classes (Gumbel, Weibull and Frechet). Here, we rederive these known results following a mathematically non-rigorous yet highly transparent renormalization-group-like approach that captures both of these universal results following a nearly identical procedure.
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In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of variables with an infinite variance which converge by the generalized central limit theorem to a Levy $alpha$-stable density function. Our correction may be written by means of a series of fractional derivatives of the Levy and the conjugate Levy PDFs. This series expansion is general and applies also to the Gaussian regime. To describe the terms in the series expansion, we introduce a new family of special functions and briefly discuss their properties. We implement our generalization to the distribution of the momentum for atoms undergoing Sisyphus cooling, and show the improvement of our leading order approximation compared to previous approximations. In vicinity of the transition between L{e}vy and Gauss behaviors, convergence to asymptotic results slows down.
We revisit perturbative RG analysis in the replicated Landau-Ginzburg description of the Random Field Ising Model near the upper critical dimension 6. Working in a field basis with manifest vicinity to a weakly-coupled Parisi-Sourlas supersymmetric fixed point (Cardy, 1985), we look for interactions which may destabilize the SUSY RG flow and lead to the loss of dimensional reduction. This problem is reduced to studying the anomalous dimensions of leaders -- lowest dimension parts of $S_n$-invariant perturbations in the Cardy basis. Leader operators are classified as non-susy-writable, susy-writable or susy-null depending on their symmetry. Susy-writable leaders are additionally classified as belonging to superprimary multiplets transforming in particular $textrm{OSp}(d | 2)$ representations. We enumerate all leaders up to 6d dimension $Delta = 12$, and compute their perturbative anomalous dimensions (up to two loops). We thus identify two perturbations (with susy-null and non-susy-writable leaders) becoming relevant below a critical dimension $d_c approx 4.2$ - $4.7$. This supports the scenario that the SUSY fixed point exists for all $3 < d leq 6$, but becomes unstable for $d < d_c$.
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