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

Kenric P. Nelson

Physica A: Statistical Mechanics and its Applications, 2015, vol. 422, issue C, 187-192

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 κd=κ/1+dκ, where d is the dimension 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.

Keywords: Nonextensive statistical mechanics; Non-additive entropy; Multivariate distributions; Nonlinear coupling; Complex systems (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:422:y:2015:i:c:p:187-192

DOI: 10.1016/j.physa.2014.12.023

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