RELATIONSHIP BETWEEN LEVY DISTRIBUTION AND TSALLIS DISTRIBUTION

Jyhjeng Deng

2010

Abstract

This paper describes the relationship between a stable process, the Levy distribution, and the Tsallis distribution. These two distributions are often confused as different versions of each other, and are commonly used as mutators in evolutionary algorithms. This study shows that they are usually different, but are identical in special cases for both normal and Cauchy distributions. These two distributions can also be related to each other. With proper equations for two different settings (with Levy’s kurtosis parameter α < 0.3490 and otherwise), the two distributions match well, particularly for 1≤α≤2.

Paper Citation

in Harvard Style

Deng J. (2010). RELATIONSHIP BETWEEN LEVY DISTRIBUTION AND TSALLIS DISTRIBUTION . In Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-989-8425-05-8, pages 360-367. DOI: 10.5220/0003002103600367

in Bibtex Style

@conference{iceis10,
author={Jyhjeng Deng},
title={RELATIONSHIP BETWEEN LEVY DISTRIBUTION AND TSALLIS DISTRIBUTION},
booktitle={Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2010},
pages={360-367},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003002103600367},
isbn={978-989-8425-05-8},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - RELATIONSHIP BETWEEN LEVY DISTRIBUTION AND TSALLIS DISTRIBUTION
SN - 978-989-8425-05-8
AU - Deng J.
PY - 2010
SP - 360
EP - 367
DO - 10.5220/0003002103600367