Evolution of non-stationary processes and some maximum entropy principles

Author:

Preda Vasile1,Băncescu Irina2

Affiliation:

1. ”Gheorghe Mihoc-Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics , Bucharest , Romania ; ”Costin C. Kiriţescu” National Institute of Economic Research , Bucharest , Romania ; Faculty of Mathematics and Computer Science , University of Bucharest , Romania

2. ”Costin C. Kiriţescu” National Institute of Economic Research , Bucharest , Romania

Abstract

Abstract This paper studies, by using the speed-gradient principle, the evolution of non-stationary processes in the context of maximization of Varma, weighted Rényi, weighted Varma and Rényi-Tsallis of order α entropies.

Publisher

Walter de Gruyter GmbH

Reference40 articles.

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