Generalized-generalized entropies and limit distributions

Detalhes bibliográficos
Autor(a) principal: Thurner,Stefan
Data de Publicação: 2009
Outros Autores: Hanel,Rudolf
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Brazilian Journal of Physics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332009000400011
Resumo: Limit distributions are not limited to uncorrelated variables but can be constructively derived for a large class of correlated random variables, as was shown e.g. in the context of large deviation theory [1], and recently in a very general setting by Hilhorst and Schehr [2]. At the same time it has been conjectured, based on numerical evidence, that several limit distributions originating from specific correlated random processes follow q-Gaussians. It could be shown that this is not the case for some of these situations, and more complicated limit distributions are necessary. In this work we show the derivation of the analytical form of entropy which -under the maximum entropy principle, imposing ordinary constraints- provides exactly these limit distributions. This is a concrete example for the necessity of more general entropy functionals beyond q statistics.
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spelling Generalized-generalized entropies and limit distributionsLimit distributionsCorrelated random numbersEntropy for arbitrary distributionsLimit distributions are not limited to uncorrelated variables but can be constructively derived for a large class of correlated random variables, as was shown e.g. in the context of large deviation theory [1], and recently in a very general setting by Hilhorst and Schehr [2]. At the same time it has been conjectured, based on numerical evidence, that several limit distributions originating from specific correlated random processes follow q-Gaussians. It could be shown that this is not the case for some of these situations, and more complicated limit distributions are necessary. In this work we show the derivation of the analytical form of entropy which -under the maximum entropy principle, imposing ordinary constraints- provides exactly these limit distributions. This is a concrete example for the necessity of more general entropy functionals beyond q statistics.Sociedade Brasileira de Física2009-08-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332009000400011Brazilian Journal of Physics v.39 n.2a 2009reponame:Brazilian Journal of Physicsinstname:Sociedade Brasileira de Física (SBF)instacron:SBF10.1590/S0103-97332009000400011info:eu-repo/semantics/openAccessThurner,StefanHanel,Rudolfeng2009-09-10T00:00:00Zoai:scielo:S0103-97332009000400011Revistahttp://www.sbfisica.org.br/v1/home/index.php/pt/ONGhttps://old.scielo.br/oai/scielo-oai.phpsbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br1678-44480103-9733opendoar:2009-09-10T00:00Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)false
dc.title.none.fl_str_mv Generalized-generalized entropies and limit distributions
title Generalized-generalized entropies and limit distributions
spellingShingle Generalized-generalized entropies and limit distributions
Thurner,Stefan
Limit distributions
Correlated random numbers
Entropy for arbitrary distributions
title_short Generalized-generalized entropies and limit distributions
title_full Generalized-generalized entropies and limit distributions
title_fullStr Generalized-generalized entropies and limit distributions
title_full_unstemmed Generalized-generalized entropies and limit distributions
title_sort Generalized-generalized entropies and limit distributions
author Thurner,Stefan
author_facet Thurner,Stefan
Hanel,Rudolf
author_role author
author2 Hanel,Rudolf
author2_role author
dc.contributor.author.fl_str_mv Thurner,Stefan
Hanel,Rudolf
dc.subject.por.fl_str_mv Limit distributions
Correlated random numbers
Entropy for arbitrary distributions
topic Limit distributions
Correlated random numbers
Entropy for arbitrary distributions
description Limit distributions are not limited to uncorrelated variables but can be constructively derived for a large class of correlated random variables, as was shown e.g. in the context of large deviation theory [1], and recently in a very general setting by Hilhorst and Schehr [2]. At the same time it has been conjectured, based on numerical evidence, that several limit distributions originating from specific correlated random processes follow q-Gaussians. It could be shown that this is not the case for some of these situations, and more complicated limit distributions are necessary. In this work we show the derivation of the analytical form of entropy which -under the maximum entropy principle, imposing ordinary constraints- provides exactly these limit distributions. This is a concrete example for the necessity of more general entropy functionals beyond q statistics.
publishDate 2009
dc.date.none.fl_str_mv 2009-08-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332009000400011
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332009000400011
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0103-97332009000400011
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Física
publisher.none.fl_str_mv Sociedade Brasileira de Física
dc.source.none.fl_str_mv Brazilian Journal of Physics v.39 n.2a 2009
reponame:Brazilian Journal of Physics
instname:Sociedade Brasileira de Física (SBF)
instacron:SBF
instname_str Sociedade Brasileira de Física (SBF)
instacron_str SBF
institution SBF
reponame_str Brazilian Journal of Physics
collection Brazilian Journal of Physics
repository.name.fl_str_mv Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)
repository.mail.fl_str_mv sbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br
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