The Rényi entropy of Lévy distribution

Annals of the University of Craiova, Physics

Volumn 23, Issue , 2013, Pages 10-17

  Sonnino, Giorgio ^a,b   Steinbrecher, György ^c   Sonnino, Alberto ^d  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b ROYAL MILITARY ACADEMY   (Belgium)

^c UNIVERSITY OF CRAIOVA   (Romania)

^d UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84896451918     PISSN: 12236039     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

1. Rényi, Alfréd (1961). "On measures of information and entropy". Proceedings of the fourth Berkeley Symposium on Mathematics, Statistics and Probability 1960. pp. 547-561.
2. http://en.wikipedia.org/wiki/R%C3%A9nyi_entropy.
3. Tsallis, C. (1988). Possible generalization of Boltzmann-Gibbs statistics. Journal of Statistical Physics 52: 479-487.
4. http://en.wikipedia.org/wiki/Tsallis_entropy
5. Reed M., Simon B. Functional Analysis, Vol. 1 (Methods of Modern Mathematical Physics), (Vol. 1), Academic Press 1981
6. Rudin, W. Real and Complex Analysis;. McGraw Hill Inc. 3rd Ed. 1987.
7. Luschgy H.; Pagès G. Moment estimates for Lèvy processes. Electronic Communication in Probability 2008, 13, 422-434.
8. Steinbrecher G., Garbet X., Weyssow B. "Large time behavior in random multiplicative processes", 2010, arXiv:1007.0952v1.
9. Besov O. V., Il'in V.P., Nikol'skii S. M. Integral representations of functions and embedding theorems, Ed.Nauka, Moscow, 1975. (in Russian).
10. G. Sonnino, G. Steinbrecher, A. Cardinali, A. Sonnino, M. Tlidi, Phys. Rev. E 87, 014104-1, 014104-5 (2013).
11. Boyd, Stephen; Vandenberghe, Lieven. Convex Optimization. Cambridge: University Press. P. 244 (2004).