Why is the detection of q-Gaussian behavior such a common occurrence?

C. Vignat and A. Plastino

Physica A: Statistical Mechanics and its Applications, 2009, vol. 388, issue 5, 601-608

Abstract: q-Gaussian behavior is often encountered in quite distinct settings. A possible explanation is here given with reference to experimental scenarios in which data are gathered using a set-up that performs a normalization preprocessing. We show that the ensuing normalized input, as recorded by the measurement device, will always be q-Gaussian distributed if the incoming data exhibit elliptical symmetry, a rather common feature. Moreover, we find that in these circumstances, the value of the associated parameter q can be deduced from the normalization technique that characterizes the device. Finally, one concludes from the above remarks that great care should be exercised when empirically detecting q-Gaussian behavior. As an example, Gaussian data (the most common situation) will appear, after normalization, in the guise of q-Gaussian records.

Keywords: Statistical normalization; Power law probability distributions; q-Gaussians (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:388:y:2009:i:5:p:601-608

DOI: 10.1016/j.physa.2008.11.001

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