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Large deviation estimates involving deformed exponential functions

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  • Naudts, Jan
  • Suyari, Hiroki

Abstract

We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main result is a large deviation property for probability distributions with a fat tail.

Suggested Citation

  • Naudts, Jan & Suyari, Hiroki, 2015. "Large deviation estimates involving deformed exponential functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 716-728.
    • Handle: RePEc:eee:phsmap:v:436:y:2015:i:c:p:716-728
    DOI: 10.1016/j.physa.2015.05.093
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    References listed on IDEAS

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    1. Liu, Li, 2009. "Precise large deviations for dependent random variables with heavy tails," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1290-1298, May.
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