Institutional Repository
Technical University of Crete
EN  |  EL

Search

Browse

My Space

Kaniadakis functions beyond statistical mechanics: weakest-link scaling, power-law tails, and modified lognormal distribution

Christopoulos Dionysios, Baxevani, Anastassia

Full record


URI: http://purl.tuc.gr/dl/dias/E89E2747-D325-4B84-ABAF-EFEF66DA8A50
Year 2022
Type of Item Peer-Reviewed Journal Publication
License
Details
Bibliographic Citation D. T. Hristopulos and A. Baxevani, “Kaniadakis functions beyond statistical mechanics: weakest-link scaling, power-law tails, and modified lognormal distribution,” Entropy, vol. 24, no. 10, Sep. 2022, doi: 10.3390/e24101362. https://doi.org/10.3390/e24101362
Appears in Collections

Summary

Probabilistic models with flexible tail behavior have important applications in engineering and earth science. We introduce a nonlinear normalizing transformation and its inverse based on the deformed lognormal and exponential functions proposed by Kaniadakis. The deformed exponential transform can be used to generate skewed data from normal variates. We apply this transform to a censored autoregressive model for the generation of precipitation time series. We also highlight the connection between the heavy-tailed 𝜅-Weibull distribution and weakest-link scaling theory, which makes the 𝜅-Weibull suitable for modeling the mechanical strength distribution of materials. Finally, we introduce the 𝜅-lognormal probability distribution and calculate the generalized (power) mean of 𝜅-lognormal variables. The 𝜅-lognormal distribution is a suitable candidate for the permeability of random porous media. In summary, the 𝜅-deformations allow for the modification of tails of classical distribution models (e.g., Weibull, lognormal), thus enabling new directions of research in the analysis of spatiotemporal data with skewed distributions.

Available Files

Services

Statistics