Abstract
Let a random variable x0 and a function f: [a, b]k → [a, b] be given. A hierarchical sequence {xn: n = 0, 1, 2,...} of random variables is defined inductively by the relation xn = f(xn-1, 1, xn-1, 2...., xn-1 k), where {xn-1, i: i = 1, 2,..., k} is a family of independent random variables with the same distribution as xn-1. We prove a central limit theorem for this hierarchical sequence of random variables when a function f satisfies a certain averaging condition. As a corollary under a natural assumption we prove a central limit theorem for a suitably normalized sequence of conductivities of a random resistor network on a hierarchical lattice.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 777-797 |
| Number of pages | 21 |
| Journal | Journal of Statistical Physics |
| Volume | 104 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - Aug 2001 |
Keywords
- Central limit theorem
- Hierarchical lattices
- Random resistor networks
- Renormalization group
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Mathematical Physics