Related papers: Extended q-Gaussian and q-exponential distribution…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
We study statistical properties of the truncated flat spot map $f_t(x)$. In particular, we investigate whether for large $n$, the deviations $\sum_{i=0}^{n-1} \left(f_t^i(x_0)-\frac 12\right)$ upon rescaling satisfy a $Q$-Gaussian…
It has been argued in [EPL {\bf 90} (2010) 50004], entitled {\it Essential discreteness in generalized thermostatistics with non-logarithmic entropy}, that "continuous Hamiltonian systems with long-range interactions and the so-called…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
The Sharma-Mittal entropies generalize the celebrated Shannon, R\'enyi and Tsallis entropies. We report a closed-form formula for the Sharma-Mittal entropies and relative entropies for arbitrary exponential family distributions. We…
We examine an extension to the theory of Gaussian wave packet dynamics in a one-dimensional potential by means of a sequence of time dependent displacement and squeezing transformations. Exact expressions for the quantum dynamics are found,…
Nonextensive quantum gas distributions are investigated on the basis of the factorization hypothesis of compound probability required by thermodynamic equilibrium. It is shown that the formalisms of Tsallis nonextensive statistical…
The aim of this paper is to investigate the q -> 1/q duality in an information-entropy theory of all q-generalized entropy functionals (Tsallis, Renyi and Sharma-Mittal measures) in the light of a representation based on generalized…
We describe a procedure to introduce general dependence structures on a set of random variables. These include order-$q$ moving average-type structures, as well as seasonal, periodic, spatial and spatio-temporal dependences. The invariant…
Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…
A generalization of the classic Gaussian random variable to the family of Multi- Gaussian (MG) random variables characterized by shape parameter M > 0, in addition to the mean and the standard deviation, is introduced. The probability…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…
We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…
We introduce the Multiple Quantile Graphical Model (MQGM), which extends the neighborhood selection approach of Meinshausen and Buhlmann for learning sparse graphical models. The latter is defined by the basic subproblem of modeling the…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…
The original canonical ensemble formalism for the nonextensive entropy thermostatistics is reconsidered. It is shown that the unambiguous connection of the statistical mechanics with the equilibrium thermodynamics is provided if the…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…
The efficient modeling for disorder in a phenomena depends on the chosen score and objective functions. The main parameters in modeling are location, scale and shape. The exponential power distribution known as generalized Gaussian is…