MaxEnt, second variation, and generalized statistics
A. Plastino, M. C. Rocca

TL;DR
This paper investigates the conditions under which Tsallis-entropy distributions maximize for different types of Hamiltonians, using functional analysis to distinguish between heavy tail and compact support cases.
Contribution
It demonstrates that only heavy tail Tsallis distributions guarantee a maximum for lower bound Hamiltonians, providing a functional analysis approach to this problem.
Findings
Heavy tail distributions guarantee maxima for Tsallis-entropy with lower bound Hamiltonians.
Compact support distributions require case-by-case analysis to determine maxima.
Functional analysis tools are effective in studying Tsallis-entropy maximization.
Abstract
There are two kinds of Tsallis-probability distributions: heavy tail ones and compact support distributions. We show here, appealing to functional analysis' tools, that for lower bound Hamiltonians only the first type guarantees a maximum for Tsallis-entropy. In the compact support instance, a case by case analysis is necessary in order to tackle the issue.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
