2014/02/24 by Giorgio Sonnino, Sonnino, Giorgio, György Steinbrecher +3
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Data Analysis #FOS: Physical sciences #Fractional Differential Equations Solutions #Statistical Mechanics and Entropy #Statistics and Probability (physics.data-an) #Stochastic processes and financial applications #physics.data-an
paper · pdf · doi:10.48550/arxiv.1402.5909
10 pages, 0 figures
arxiv created 2014/02/24 · openalex publication_date 2014/02/24 · arxiv updated 2014/02/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfréd Rényi is discussed. The Rényi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic Lebesgue spaces. A duality principle is established. The Rényi entropy for the Lévy distribution, in the domain when the nunerical methods fails, is approximated by asymptotic expansion for the large values of the Rényi parameter.