2000/03/17 by Sumiyoshi Abe, Abe, Sumiyoshi, A. K. Rajagopal +1
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Statistical Distribution Estimation and Applications #Statistical Mechanics and Entropy #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.cond-mat/0003303
7 pages
arxiv created 2000/03/17 · arxiv updated 2009/11/30
It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration fills an important gap in the derivation of the Levy-stable distribution from the nonextensive statistical framework.