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Title
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Large deviation estimates involving deformed exponential functions
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Author
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Abstract
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| We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with qq-deformed exponential distributions. Our main result is a large deviation property for probability distributions with a fat tail. |
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Language
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English
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Source (journal)
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Physica: A : theoretical and statistical physics. - Amsterdam, 1975, currens
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Publication
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Amsterdam
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North-Holland
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2015
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ISSN
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0378-4371
[print]
1873-2119
[online]
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DOI
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10.1016/J.PHYSA.2015.05.093
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Volume/pages
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436
(2015)
, p. 716-728
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ISI
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000357704500065
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Full text (Publisher's DOI)
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Full text (open access)
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Full text (publisher's version - intranet only)
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