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原文連結
論文資訊
- 類型：已發表論文
- 日期：2010
摘要
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so-called escort mean Values (or q-moments) have been proposed to characterize probability densities with divergent moments [C. Tsallis et al., J. Math. Phys. 50, 043303 (2009)]. We introduce here a new 數學 object, namely, the q-cumulants, which, in analogy to the cumulants, provide an alternative characterization to that of the q-moments for the probability densities. To illustrate the technical details of the procedure, we apply this new scheme to further study. a recently proposed family of scale- invariant discrete probabilistic models [A. Rodriguez et al., J. Stat. Mech.: Theory Exp. 2008, P09006; R. Han
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