Stability criteria for q-expectation values

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Publication:653553

DOI10.1016/J.PHYSLETA.2009.02.051zbMATH Open1228.82008arXiv0808.4158OpenAlexW2096229390MaRDI QIDQ653553FDOQ653553

Stefan Thurner, Rudolf Hanel

Publication date: 19 December 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Abstract: In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation values appear naturally. After it has been recently shown that this non-linear functional is instable, under a very strong notion of stability, it is therefore of high interest to know sufficient conditions for when the results of q-expectations are robust under small variations of the underlying distribution function. We show that reasonable restrictions on the domain of admissible probability distributions restore uniform continuity for the q-expectation. Bounds on the size of admissible variations can be given. The practical usefulness of the theorems for estimating the robustness of the q-expectation value with respect to small variations is discussed.


Full work available at URL: https://arxiv.org/abs/0808.4158




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