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A definition of the coupled-product for multivariate coupled-exponentials

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  • Nelson, Kenric P.

Abstract

The coupled-product and coupled-exponential of the generalized calculus of nonextensive statistical mechanics are defined for multivariate functions. The nonlinear statistical coupling is indexed such that κd=κ/1+dκ, where d is the dimension of the argument of the multivariate coupled-exponential. The coupled-Gaussian distribution is defined such that the argument of the coupled-exponential depends on the coupled-moments but not the coupling parameter. The multivariate version of the coupled-product is defined such that the output dimensions are the sum of the input dimensions. This enables construction of the multivariate coupled-Gaussian from univariate coupled-Gaussians. The resulting construction forms a model of coupling between distributions, generalizing the product of independent Gaussians.

Suggested Citation

  • Nelson, Kenric P., 2015. "A definition of the coupled-product for multivariate coupled-exponentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 422(C), pages 187-192.
    • Handle: RePEc:eee:phsmap:v:422:y:2015:i:c:p:187-192
    DOI: 10.1016/j.physa.2014.12.023
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    References listed on IDEAS

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    1. Nelson, Kenric P. & Umarov, Sabir, 2010. "Nonlinear statistical coupling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(11), pages 2157-2163.
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    4. Martı́nez, S & Nicolás, F & Pennini, F & Plastino, A, 2000. "Tsallis’ entropy maximization procedure revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 286(3), pages 489-502.
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    1. Nelson, Kenric P. & Umarov, Sabir R. & Kon, Mark A., 2017. "On the average uncertainty for systems with nonlinear coupling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 30-43.
    2. Nelson, Kenric P., 2022. "Independent Approximates enable closed-form estimation of heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 601(C).
    3. Nelson, Kenric P. & Kon, Mark A. & Umarov, Sabir R., 2019. "Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 248-257.

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