A definition of the coupled-product for multivariate coupled-exponentials

DOI10.1016/J.PHYSA.2014.12.023zbMATH Open1395.62113arXiv1410.4727OpenAlexW1996407996MaRDI QIDQ1783356FDOQ1783356

Authors: Kenric P. Nelson 

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Abstract: The coupled-product and coupled-exponential of the generalized calculus of nonextensive statistical mechanics are defined for multivariate functions. The nonlinear statistical coupling is indexed such that k_d = k/(1+dk), where d is the dimensions of the argument of the multivariate coupled-exponential. The coupled-Gaussian distribution is defined such that the argument of the coupled-exponential depends on the coupled-moments but not the coupling parameter. The multivariate version of the coupled-product is defined such that the output dimensions are the sum of the input dimensions. This enables construction of the multivariate coupled-Gaussian from univariate coupled-Gaussians. The resulting construction forms a model of coupling between distributions, generalizing the product of independent Gaussians.

Full work available at URL: https://arxiv.org/abs/1410.4727

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zbMATH Keywords

multivariate distributionscomplex systemsnonextensive statistical mechanicsnonlinear couplingnon-additive entropy

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Generalized algebra within a nonextensive statistics
• Escort mean values and the characterization of power-law-decaying probability densities
• Tsallis' entropy maximization procedure revisited
• On multivariate generalizations of the q-central limit theorem consistent with nonextensive statistical mechanics
• Probability distribution and entropy as a measure of uncertainty
• Geometry for \(q\)-exponential families

Cited In (3)

• On the average uncertainty for systems with nonlinear coupling
• \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions
• Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions

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