Publication
Title
Large deviation estimates involving deformed exponential functions
Author
Abstract
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.
Language
English
Source (journal)
Physica: A: theoretical and statistical physics. - Amsterdam
Publication
Amsterdam : 2015
ISSN
0378-4371
Volume/pages
436(2015), p. 716-728
ISI
000357704500065
Full text (Publisher's DOI)
Full text (open access)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 05.06.2015
Last edited 08.11.2017
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