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Large deviation estimates involving deformed exponential functions

Article ID Journal Published Year Pages File Type
974112 Physica A: Statistical Mechanics and its Applications 2015 13 Pages PDF
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
Large deviationsFat tails
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Large deviation estimates involving deformed exponential functions
Authors
Jan Naudts, Hiroki Suyari,
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Journal
Physica A: Statistical Mechanics and its Applications
Journal: Physica A: Statistical Mechanics and its Applications
Related Categories
Large deviations
Fat tails
Algebra and Number Theory
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