Volume 85, Number 2, January 2009
Article Number 20005
Number of page(s) 6
Section General
Published online 28 January 2009
EPL, 85 (2009) 20005
DOI: 10.1209/0295-5075/85/20005

On the robustness of q-expectation values and Rényi entropy

R. Hanel1, S. Thurner1, 2 and C. Tsallis2, 3

1   Complex Systems Research Group, HNO, Medical University of Vienna - Währinger Gürtel 18-20, A-1090, Austria, EU
2   Santa Fe Institute - 1399 Hyde Park Road, Santa Fe, NM 87501, USA
3   Centro Brasileiro de Pesquisas Físicas and National Institute of Science and Technology for Complex Systems Rua Xavier Sigaud 150, 22290-180 Rio de Janeiro-RJ, Brazil

received 12 November 2008; accepted in final form 18 December 2008; published January 2009
published online 28 January 2009

We study the robustness of the functionals of probability distributions such as the Rényi and nonadditive Sq entropies, as well as the q-expectation values under small variations of the distributions. We focus on three important types of distribution functions, namely i) continuous bounded, ii) discrete with finite number of states, and iii) discrete with infinite number of states. The physical concept of robustness is contrasted with the mathematically stronger condition of stability and Lesche-stability for functionals. We explicitly demonstrate that, in the case of continuous distributions, once unbounded distributions and those leading to negative entropy are excluded, both Rényi and nonadditive Sq entropies as well as the q-expectation values are robust. For the discrete finite case, the Rényi and nonadditive Sq entropies and the q-expectation values are robust as well. For the infinite discrete case, where both Rényi entropy and q-expectations are known to violate Lesche-stability and stability, respectively, we show that one can nevertheless state conditions which guarantee physical robustness.

05.20.-y - Classical statistical mechanics.
02.50.Cw - Probability theory.
05.90.+m - Other topics in statistical physics, thermodynamics, and nonlinear dynamical systems.

© EPLA 2009