A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model

Antonio Rodriguez; Constantino Tsallis

doi:10.1063/1.3448944

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arXiv · 1003.2232

A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model

Antonio Rodriguez·Constantino Tsallis

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Abstract

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 mathematical 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. We illustrate this new scheme on a recently proposed family of scale-invariant discrete probabilistic models [A. Rodriguez et al, J. Stat. Mech. (2008) P09006; R. Hanel et al, Eur. Phys. J. B 72, 263268 (2009)] having q-Gaussians as limiting probability distributions.

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Antonio Rodriguez, Constantino Tsallis. 2010-07-07. A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model. https://doi.org/10.1063/1.3448944

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