Limit distribution in the qq-CLT for q≥1q \ge 1 can not have a compact support

preprint2010arXivOpen access

Abstract

In a recent paper Hilhorst \cite{Hilhorst2010} illustrated that the qq-Fourier transform for q>1q>1 is not invertible in the space of density functions. Using an invariance principle he constructed a family of densities with the same qq-Fourier transform and claimed that qq-Gaussians are not mathematically proved to be attractors. We show here that none of the distributions constructed in Hilhorst's counterexamples can be a limit distribution in the qq-CLT, except the one whose support covers the whole real axis, which is precisely the qq-Gaussian distribution.

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