Large deviation estimates involving deformed exponential functions

Jan Naudts and Hiroki Suyari

Physica A: Statistical Mechanics and its Applications, 2015, vol. 436, issue C, 716-728

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 deviations; Deformed exponential functions; Fat tails (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:436:y:2015:i:c:p:716-728

DOI: 10.1016/j.physa.2015.05.093

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