Large deviation estimates involving deformed exponential functions
Mathematical Physics
2015-06-02 v3 math.MP
Abstract
We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main result is a large deviation property for probability distributions with a fat tail.
Keywords
Cite
@article{arxiv.1404.3410,
title = {Large deviation estimates involving deformed exponential functions},
author = {Jan Naudts and Hiroki Suyari},
journal= {arXiv preprint arXiv:1404.3410},
year = {2015}
}
Comments
typos corrected, some addtional explanations, version to appear in Physica A, http://dx.doi.org/10.1016/j.physa.2015.05.093