UNIVERSITA' DI SALERNO
Dipartimento di Matematica
*AVVISO** DI SEMINARIO*
Il Prof. *Thomas SIMON *(Université de Lille) terrà, *mercoledì 8 novembre, alle ore 15:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo:
*On Tsallis cumulative entropies*
Gli interessati sono cordialmente invitati a partecipare,
*Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina*
Link su Teams:
https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6pg...
* Abstract*
We investigate the Tsallis cumulative entropy, an information measure recently introduced as a cumulative version of the classical Tsallis differential entropy. This functional is considered as a perturbation of the expected mean residual life via some power weight function. This point of view leads to the introduction of the dual cumulative Tsallis entropy and of two families of coherent risk measures generalizing those built on mean residual life. We characterize the finiteness of the cumulative Tsallis entropy in terms of Lp-spaces and show how they determine the underlying distribution. We also study the range of the Tsallis cumulative entropy under various constraints. In the symmetric case with finite variance, whereas the maximization of the Tsallis differential entropy gives rise to the classical q−Gaussian distribution which is a perturbation of the Gaussian distribution having a finite range or heavy tails, the maximization of the cumulative Tsallis entropy leads to an analogous perturbation of the Logistic distribution.