Large deviation estimates involving deformed exponential functions
Large deviation estimates involving deformed exponential functions
复制标题
涉及变形指数函数的大偏差估计
DOI：
10.1016/j.physa.2015.05.093
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发表时间：
2015
期刊：
影响因子：
3.3
通讯作者：
Jan Naudtsa and Hiroki Suyari
中科院分区：
文献类型：
--
作者：
Jan Naudtsa and Hiroki Suyari
通过与q-变形指数分布的比较，研究了具有紧支撑和粗尾的概率分布的大偏差特性。我们的主要结果是具有粗尾的概率分布的大偏差特性。
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.