Related papers: Factorization and escorting in the game-theoretica…
Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…
The requirement that an entropy function be composable is key: it means that the entropy of a compound system can be calculated in terms of the entropy of its independent components. We prove that, under mild regularity assumptions, the…
We derive a scaling property from a fundamental nonlinear differential equation whose solution is the so-called q-exponential function. A scaling property has been believed to be given by a power function only, but actually more general…
In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…
The problem of factorization of a nonextensive probability distribution is discussed. It is shown that, in general, the correlation energy between the correlated subsystems in the canonical composite system can not be neglected even in the…
The nonextensive statistics based on Tsallis entropy have been so far used for the systems composed of subsystems having same $q$. The applicability of this statistics to the systems with different $q$'s is still a matter of investigation.…
Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usually done by considering differential games on Euclidean…
We have calculated the Tsallis entropy and Fisher information matrix (entropy) of spatially-correlated nonextensive systems, by using an analytic non-Gaussian distribution obtained by the maximum entropy method. Effects of the correlated…
Consider a defined density on a set of very large dimension. It is quite difficult to find an estimate of this density from a data set. However, it is possible through a projection pursuit methodology to solve this problem. Touboul's…
Escort distributions have been shown to be very useful in a great variety of fields ranging from information theory, nonextensive statistical mechanics till coding theory, chaos and multifractals. In this work we give the notion and the…
A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…
The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, using the maximization of entropy. In…
Tsallis' non-extensive statistical mechanics is claimed to be the correct tool to describe the behaviour of low-dimensional dissipative maps at the edge of chaos. Indeed, many different approaches confirm that, for those systems, the…
We investigate uniformity properties of strategies. These properties involve sets of plays in order to express useful constraints on strategies that are not \mu-calculus definable. Typically, we can state that a strategy is…
Some preliminary evidence suggests the conjecture that the collective behaviour of systems having long-range interactions may be described more effectively by the Tsallis rather than by the Boltzmann/Gibbs/Shannon entropy. To this end, we…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…
The validity of (1-q) expansion and factorization approximations are analysed in the framework of Tsallis statistics. We employ exact expressions for classical independent systems (harmonic oscillators) by considering the unnormalized and…
'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…
The pseudo-additive relation that the Tsallis entropy satisfies has nothing whatsoever to do with the super- and sub- additivity properties of the entropy. The latter properties, like concavity and convexity, are couched in geometric…