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The Tsallis entropy given for a positive parameter $\alpha$ can be considered as a modification of the classical Shannon entropy. For the latter, corresponding to $\alpha=1$, there exist many axiomatic characterizations. One of them based…

Mathematical Physics · Physics 2017-04-27 Sonja Jäckle , Karsten Keller

In reaction rate theory, in production-destruction type models and in reaction-diffusion problems when the total derivatives are replaced by fractional derivatives the solutions are obtained in terms of Mittag-Leffler functions and their…

Statistical Mechanics · Physics 2009-06-02 A. M. Mathai , H. J. Haubold

We derive a closed form solution for the Kullback-Leibler divergence between two generalized gamma distributions. These notes are meant as a reference and provide a guided tour towards a result of practical interest that is rarely…

Information Theory · Computer Science 2014-01-28 Christian Bauckhage

In ordinary statistical mechanics the Boltzmann-Shannon entropy is related to the Maxwell-Bolzmann distribution $p_i$ by means of a twofold link. The first link is differential and is offered by the Jaynes Maximum Entropy Principle. The…

Statistical Mechanics · Physics 2009-10-02 G. Kaniadakis

The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…

Statistical Mechanics · Physics 2017-07-18 Ke-Ming Shen , Ben-Wei Zhang , En-Ke Wang

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

We review the ubiquitous presence in multiparticle production processes of quasi-power law distributions (i.e., distributions following pure power laws for large values of the argument but remaining finite, usually exponential, for small…

High Energy Physics - Phenomenology · Physics 2016-01-20 Grzegorz Wilk , Zbigniew Włodarczyk

We point out that exponential shape of transverse spectra can be obtained as the Fourier transform of the limiting distribution of randomly positioned partons with power law spectra given by pQCD, which actually realize Tsallis…

High Energy Physics - Phenomenology · Physics 2015-06-25 Tamas S. Biro , Berndt Muller

Starting from the basic-exponential, a q-deformed version of the exponential function established in the framework of the basic-hypergeometric series, we present a possible formulation of a generalized statistical mechanics. In a…

Statistical Mechanics · Physics 2008-11-26 A. Lavagno , A. M. Scarfone , P. Narayana Swamy

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

Statistics Theory · Mathematics 2023-10-13 Sreejith Sreekumar , Ziv Goldfeld , Kengo Kato

The importance of power-law distributions is attributed to the fact that most of the naturally occurring phenomenon exhibit this distribution. While exponential distributions can be derived by minimizing KL-divergence w.r.t some moment…

Information Theory · Computer Science 2012-07-17 Jithin Vachery , Ambedkar Dukkipati

We derive the Kullback-Leibler divergence for the normal-gamma distribution and show that it is identical to the Bayesian complexity penalty for the univariate general linear model with conjugate priors. Based on this finding, we provide…

Statistics Theory · Mathematics 2016-11-07 Joram Soch , Carsten Allefeld

In this paper, we deduce the generalized $q$-difference equations for general Al-Salam--Carlitz polynomials and generalize Arjika's recently results [$q$-difference equation for homogeneous $q$-difference operators and their applications,…

Combinatorics · Mathematics 2020-12-01 Jian Cao , Binbin Xu , Sama Arjika

The generalized logistic equation is derived to model kinetics and statistics of natural processes such as earthquakes, forest fires, floods, landslides, and many others. The general solution of this equation for q=1 is a product of an…

Geophysics · Physics 2017-03-28 Lev A. Maslov , Vladimir I. Chebotarev

Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F…

Classical Analysis and ODEs · Mathematics 2011-03-30 Charles F. Dunkl , Donald E. Ramirez

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter $\lambda$, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the…

Information Theory · Computer Science 2021-04-27 Masanari Kimura , Hideitsu Hino

The necessary conditions (NC) that reconcile canonical probability distributions obtained from the q-maximum entropy principle, subjected to both i) the additive duality of generalized statistics and ii) normal averages expectations with…

Statistical Mechanics · Physics 2013-03-21 R. C. Venkatesan , A. Plastino

The current form of Tsallis distribution for a Hamiltonian system with an arbitrary potential is found to represent a simple isothermal situation. In this letter, the q-exponential of a sum can be applied as the product of the q-exponential…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…

Chaotic Dynamics · Physics 2015-06-26 U. Frisch , T. Matsumoto

The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter. Theoretical calculations using the gas…

General Finance · Quantitative Finance 2011-05-18 Juan C. Ferrero