A simple probabilistic construction yielding generalized entropies and divergences, escort distributions and q-Gaussians

• Published in: Physica A Vol. 391; no. 19; pp. 4460 - 4469
• Main Author: Bercher, J.-F.
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.10.2012; Elsevier
• Subjects: [formula omitted]-Gaussian distributions; Divergence measures; Escort distributions; Generalized Rényi and Tsallis entropies; Mathematical Physics; Mathematics; Generalized Rényi and Tsallis entropies; Divergence measures; Escort distributions; q-Gaussian distributions

We give a simple probabilistic description of a transition between two states which leads to a generalized escort distribution. When the parameter of the distribution varies, it defines a parametric curve that we call an escort-path. The Rényi divergence appears as a natural by-product of the settin...