Kaniadakis statistics

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Template:Short description Template:Multiple issues Kaniadakis statistics (also known as κ-statistics) is a generalization of Boltzmann–Gibbs statistical mechanics,[1] based on a relativistic[2][3][4] generalization of the classical Boltzmann–Gibbs–Shannon entropy (commonly referred to as Kaniadakis entropy or κ-entropy). Introduced by the Greek Italian physicist Giorgio Kaniadakis in 2001,[5] κ-statistical mechanics preserve the main features of ordinary statistical mechanics and have attracted the interest of many researchers in recent years. The κ-distribution is currently considered one of the most viable candidates for explaining complex physical,[6][7] natural or artificial systems involving power-law tailed statistical distributions. Kaniadakis statistics have been adopted successfully in the description of a variety of systems in the fields of cosmology,[8][9][10] astrophysics,[11][12] condensed matter, quantum physics,[13][14] seismology,[15][16] genomics,[17][18] economics,[19][20] epidemiology,[21] and many others.

Mathematical formalism

The mathematical formalism of κ-statistics is generated by κ-deformed functions, especially the κ-exponential function.

κ-exponential function

Plot of the κ-exponential function expκ(x) for three different κ-values. The solid black curve corresponding to the ordinary exponential function exp⁡(x) (κ=0).

The Kaniadakis exponential (or κ-exponential) function is a one-parameter generalization of an exponential function, given by:

expκ(x)={(1+κ2x2+κx)1κif 0<κ<1.exp⁡(x)if κ=0, with exp−κ(x)=expκ(x).

The κ-exponential for 0<κ<1 can also be written in the form:

expκ(x)=exp⁡(1κarsinh(κx)). The first five terms of the Taylor expansion of expκ(x) are given by: expκ(x)=1+x+x22+(1−κ2)x33!+(1−4κ2)x44!+⋯ where the first three are the same as a typical exponential function.

Basic properties

The κ-exponential function has the following properties of an exponential function: expκ(x)∈ℂ∞(ℝ) ddxexpκ(x)>0 d2dx2expκ(x)>0 expκ(−∞)=0+ expκ(0)=1 expκ(+∞)=+∞ expκ(x)expκ(−x)=−1 For a real number r, the κ-exponential has the property: [expκ(x)]r=expκ/r(rx).

κ-logarithm function

Plot of the κ-logarithmic function lnκ(x) for three different κ-values. The solid black curve corresponding to the ordinary logarithmic function ln⁡(x) (κ=0).

The Kaniadakis logarithm (or κ-logarithm) is a relativistic one-parameter generalization of the ordinary logarithm function, lnκ(x)={xκ−x−κ2κif 0<κ<1,ln⁡(x)if κ=0, with ln−κ(x)=lnκ(x), which is the inverse function of the κ-exponential:

lnκ(expκ(x))=expκ(lnκ(x))=x. The κ-logarithm for 0<κ<1 can also be written in the form:

lnκ(x)=1κsinh⁡(κln⁡(x))

The first three terms of the Taylor expansion of lnκ(x) are given by:

lnκ(1+x)=x−x22+(1+κ22)x33−⋯

following the rule

lnκ(1+x)=∑n=1∞bn(κ)(−1)n−1xnn

with b1(κ)=1, and

bn(κ)(x)={1if n=1,12(1−κ)(1−κ2)...(1−κn−1)+12(1+κ)(1+κ2)…(1+κn−1)for n>1,

where bn(0)=1 and bn(−κ)=bn(κ). The two first terms of the Taylor expansion of lnκ(x) are the same as an ordinary logarithmic function.

Basic properties

The κ-logarithm function has the following properties of a logarithmic function: lnκ(x)∈ℂ∞(ℝ+) ddxlnκ(x)>0 d2dx2lnκ(x)<0 lnκ(0+)=−∞ lnκ(1)=0 lnκ(+∞)=+∞ lnκ(1/x)=−lnκ(x) For a real number r, the κ-logarithm has the property: lnκ(xr)=rlnrκ(x)

κ-Algebra

κ-sum

For any x,y∈ℝ and |κ|<1, the Kaniadakis sum (or κ-sum) is defined by the following composition law: x⊕κy=x1+κ2y2+y1+κ2x2, that can also be written in form: x⊕κy=1κsinh⁡(arsinh⁡(κx)+arsinh⁡(κy)), where the ordinary sum is a particular case in the classical limit κ→0: x⊕0y=x+y.

The κ-sum, like the ordinary sum, has the following properties:

  1. associativity: (x⊕κy)⊕κz=x⊕κ(y⊕κz)
  2. neutral element: x⊕κ0=0⊕κx=x
  3. opposite element: x⊕κ(−x)=(−x)⊕κx=0
  4. commutativity: x⊕κy=y⊕κx

The κ-difference ⊖κ is given by x⊖κy=x⊕κ(−y).

The fundamental property expκ(−x)expκ(x)=1 arises as a special case of the more general expression below: expκ(x)expκ(y)=expκ(x⊕κy)

Furthermore, the κ-functions and the κ-sum present the following relationships: lnκ(xy)=lnκ(x)⊕κlnκ(y)

κ-product

For any x,y∈ℝ and |κ|<1, the Kaniadakis product (or κ-product) is defined by the following composition law: x⊗κy=1κsinh⁡(1κarsinh⁡(κx)arsinh⁡(κy)), where the ordinary product is a particular case in the classical limit κ→0: x⊗0y=x×y=xy.

The κ-product, like the ordinary product, has the following properties:

  1. associativity: (x⊗κy)⊗κz=x⊗κ(y⊗κz)
  2. neutral element:x⊗κI=I⊗κx=xforI=κ−1sinh⁡κ⊕κx=x
  3. inverse element: x⊗κx‾=x‾⊗κx=Iforx‾=κ−1sinh⁡(κ2/arsinh⁡(κx))
  4. commutativity: x⊗κy=y⊗κx

The κ-division ⊘κ is given by x⊘κy=x⊗κy‾.

The κ-sum ⊕κ and the κ-product ⊗κ obey the distributive law: z⊗κ(x⊕κy)=(z⊗κx)⊕κ(z⊗κy).

The fundamental property lnκ(1/x)=−lnκ(x) arises as a special case of the more general expression below:

lnκ(xy)=lnκ(x)⊕κlnκ(y)

Furthermore, the κ-functions and the κ-product present the following relationships: expκ(x)⊗κexpκ(y)=expκ(x+y) lnκ(x⊗κy)=lnκ(x)+lnκ(y)

κ-Calculus

κ-Differential

The Kaniadakis differential (or κ-differential) of x is defined by: dκx=dx1+κ2x2.

So, the κ-derivative of a function f(x) is related to the Leibniz derivative through: df(x)dκx=γκ(x)df(x)dx, where γκ(x)=1+κ2x2 is the Lorentz factor. The ordinary derivative df(x)dx is a particular case of κ-derivative df(x)dκx in the classical limit κ→0.

κ-Integral

The Kaniadakis integral (or κ-integral) is the inverse operator of the κ-derivative defined through ∫dκxf(x)=∫dx1+κ2x2f(x), which recovers the ordinary integral in the classical limit κ→0.

κ-Trigonometry

κ-Cyclic Trigonometry

Plot of the κ-sine and κ-cosine functions for κ =0 (black curve) and κ = 0.1 (blue curve).
[click on the figure] Plot of the κ-sine and κ-cosine functions for κ=0 (black curve) and κ=0.1 (blue curve).

The Kaniadakis cyclic trigonometry (or κ-cyclic trigonometry) is based on the κ-cyclic sine (or κ-sine) and κ-cyclic cosine (or κ-cosine) functions defined by: sinκ(x)=expκ(ix)−expκ(−ix)2i, cosκ(x)=expκ(ix)+expκ(−ix)2, where the κ-generalized Euler formula is expκ(±ix)=cosκ(x)±isinκ(x).

The κ-cyclic trigonometry preserves fundamental expressions of the ordinary cyclic trigonometry, which is a special case in the limit κ → 0, such as: cosκ2(x)+sinκ2(x)=1 sinκ(x⊕κy)=sinκ(x)cosκ(y)+cosκ(x)sinκ(y).

The κ-cyclic tangent and κ-cyclic cotangent functions are given by: tanκ(x)=sinκ(x)cosκ(x) cotκ(x)=cosκ(x)sinκ(x).

The κ-cyclic trigonometric functions become the ordinary trigonometric function in the classical limit κ→0.

κ-Inverse cyclic function

The Kaniadakis inverse cyclic functions (or κ-inverse cyclic functions) are associated to the κ-logarithm: arcsinκ(x)=−ilnκ(1−x2+ix), arccosκ(x)=−ilnκ(x2−1+x), arctanκ(x)=ilnκ(1−ix1+ix), arccotκ(x)=ilnκ(ix+1ix−1).

κ-Hyperbolic Trigonometry

The Kaniadakis hyperbolic trigonometry (or κ-hyperbolic trigonometry) is based on the κ-hyperbolic sine and κ-hyperbolic cosine given by: sinhκ(x)=expκ(x)−expκ(−x)2, coshκ(x)=expκ(x)+expκ(−x)2, where the κ-Euler formula is expκ(±x)=coshκ(x)±sinhκ(x).

The κ-hyperbolic tangent and κ-hyperbolic cotangent functions are given by: tanhκ(x)=sinhκ(x)coshκ(x) cothκ(x)=coshκ(x)sinhκ(x).

The κ-hyperbolic trigonometric functions become the ordinary hyperbolic trigonometric functions in the classical limit κ→0.

From the κ-Euler formula and the property expκ(−x)expκ(x)=1 the fundamental expression of κ-hyperbolic trigonometry is given as follows: coshκ2(x)−sinhκ2(x)=1

κ-Inverse hyperbolic function

The Kaniadakis inverse hyperbolic functions (or κ-inverse hyperbolic functions) are associated to the κ-logarithm: arsinhκ(x)=lnκ(1+x2+x), arcoshκ(x)=lnκ(x2−1+x), artanhκ(x)=lnκ(1+x1−x), arcothκ(x)=lnκ(1−x1+x), in which are valid the following relations: arsinhκ(x)=sign⁡(x)arcoshκ(1+x2), arsinhκ(x)=artanhκ(x1+x2), arsinhκ(x)=arcothκ(1+x2x). The κ-cyclic and κ-hyperbolic trigonometric functions are connected by the following relationships: sinκ(x)=−isinhκ(ix), cosκ(x)=coshκ(ix), tanκ(x)=−itanhκ(ix), cotκ(x)=icothκ(ix), arcsinκ(x)=−iarsinhκ(ix), arccosκ(x)≠−iarcoshκ(ix), arctanκ(x)=−iartanhκ(ix), arccotκ(x)=iarcothκ(ix).

Kaniadakis entropy

The Kaniadakis statistics is based on the Kaniadakis κ-entropy, which is defined through: Sκ(p)=−∑ipilnκ(pi)=∑ipilnκ(1pi) where p={pi=p(xi);x∈ℝ;i=1,2,…,N;∑ipi=1} is a probability distribution function defined for a random variable X, and 0≤|κ|<1 is the entropic index.

The Kaniadakis κ-entropy is thermodynamically and Lesche stable[22][23] and obeys the Shannon-Khinchin axioms of continuity, maximality, generalized additivity and expandability.

Kaniadakis distributions

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A Kaniadakis distribution (or κ-distribution) is a probability distribution derived from the maximization of Kaniadakis entropy under appropriate constraints. In this regard, several probability distributions emerge for analyzing a wide variety of phenomenology associated with experimental power-law tailed statistical distributions.

κ-Exponential distribution

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κ-Gaussian distribution

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κ-Gamma distribution

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κ-Weibull distribution

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κ-Logistic distribution

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Kaniadakis integral transform

κ-Laplace Transform

The Kaniadakis Laplace transform (or κ-Laplace transform) is a κ-deformed integral transform of the ordinary Laplace transform. The κ-Laplace transform converts a function f of a real variable t to a new function Fκ(s) in the complex frequency domain, represented by the complex variable s. This κ-integral transform is defined as:[24] Fκ(s)=ℒκ{f(t)}(s)=∫0∞f(t)[expκ(−t)]sdt The inverse κ-Laplace transform is given by: f(t)=ℒκ−1{Fκ(s)}(t)=12πi∫c−i∞c+i∞Fκ(s)[expκ(t)]s1+κ2t2ds The ordinary Laplace transform and its inverse transform are recovered as κ→0.

Properties

Let two functions f(t)=ℒκ−1{Fκ(s)}(t) and g(t)=ℒκ−1{Gκ(s)}(t), and their respective κ-Laplace transforms Fκ(s) and Gκ(s), the following table presents the main properties of κ-Laplace transform:[24]

Properties of the κ-Laplace transform
Property f(t) Fκ(s)
Linearity af(t)+bg(t) aFκ(s)+bGκ(s)
Time scaling f(at) 1aFκ/a(sa)
Frequency shifting f(t)[expκ(−t)]a Fκ(s−a)
Derivative df(t)dt sℒκ{f(t)1+κ2t2}(s)−f(0)
Derivative ddt1+κ2t2f(t) sFκ(s)−f(0)
Time-domain integration 11+κ2t2∫0tf(w)dw 1sFκ(s)
f(t)[ln⁡(expκ(t))]n (−1)ndnFκ(s)dsn
f(t)[ln⁡(expκ(t))]−n ∫s+∞dwn∫wn+∞dwn−1...∫w3+∞dw2∫w2+∞dw1Fκ(w1)
Dirac delta-function δ(t−τ) [expκ(−τ)]s
Heaviside unit function u(t−τ) s1+κ2τ2+κ2τs2−κ2[expκ(−τ)]s
Power function tν−1 s2s2−κ2ν2Γκs(ν+1)νsν=ss+|κ|νΓ(ν)|2κ|νΓ(s|2κ|−ν2)Γ(s|2κ|+ν2)
Power function t2m−1,  m∈Z+ (2m−1)!∏j=1m[s2−(2j)2κ2]
Power function t2m,  m∈Z+ (2m)!s∏j=1m+1[s2−(2j−1)2κ2]

The κ-Laplace transforms presented in the latter table reduce to the corresponding ordinary Laplace transforms in the classical limit κ→0.

κ-Fourier Transform

The Kaniadakis Fourier transform (or κ-Fourier transform) is a κ-deformed integral transform of the ordinary Fourier transform, which is consistent with the κ-algebra and the κ-calculus. The κ-Fourier transform is defined as:[25]

ℱκ[f(x)](ω)=12π∫−∞+∞f(x)expκ(−x⊗κω)idκx

which can be rewritten as

ℱκ[f(x)](ω)=12π∫−∞+∞f(x)exp⁡(−ix{κ}ω{κ})1+κ2x2dx

where x{κ}=1κarsinh⁡(κx) and ω{κ}=1κarsinh⁡(κω). The κ-Fourier transform imposes an asymptotically log-periodic behavior by deforming the parameters x and ω in addition to a damping factor, namely 1+κ2x2.

Real (top panel) and imaginary (bottom panel) part of the kernel hκ(x,ω) for typical κ-values and ω=1.

The kernel of the κ-Fourier transform is given by:

hκ(x,ω)=exp⁡(ix{κ}ω{κ})1+κ2x2

The inverse κ-Fourier transform is defined as:[25]

ℱκ[f̂(ω)](x)=12π∫−∞∞f̂(ω)expκ(ω⊗κx)idκω

Let uκ(x)=1κcosh⁡(κln⁡(x)), the following table shows the κ-Fourier transforms of several notable functions:[25]

κ-Fourier transform of several functions
f(x) ℱκ[f(x)](ω)
Step function θ(x) 2πδ(ω)+12πiω{κ}
Modulation cosκ(a⊕κx) π2uκ(expκ(a))(δ(ω+a)+δ(ω−a))
Causal κ-exponential θ(x)expκ(−a⊗κx) 12π1a{κ}+iω{κ}
Symmetric κ-exponential expκ(−a⊗κ|x|) 2πa{κ}a{κ}2+ω{κ}2
Constant 1 2πδ(ω)
κ-Phasor expκ(a⊗κx)i 2πuκ(expκ(a))δ(ω−a)
Impuslse δ(x−a) 12πexpκ(ω⊗κa)iuκ(expκ(a))
Signum Sgn(x) 2π1iω{κ}
Rectangular Π(xa) 2πa{κ}sincκ(ω⊗κa)

The κ-deformed version of the Fourier transform preserves the main properties of the ordinary Fourier transform, as summarized in the following table.

κ-Fourier properties
f(x) ℱκ[f(x)](ω)
Linearity ℱκ[αf(x)+βg(x)](ω)=αℱκ[f(x)](ω)+βℱκ[g(x)](ω)
Scaling ℱκ[f(αx)](ω)=1αℱκ′[f(x)](ω′)
where κ′=κ/α and ω′=(a/κ)sinh⁡(arsinh⁡(κω)/a2)
κ-Scaling ℱκ[f(α⊗κx)](ω)=1α{κ}ℱκ[f(x)](1α⊗κω)
Complex conjugation ℱκ[f(x)]∗(ω)=ℱκ[f(x)](−ω)
Duality ℱκ[ℱκ[f(x)](ν)](ω)=f(−ω)
Reverse ℱκ[f(−x)](ω)=ℱκ[f(x)](−ω)
κ-Frequency shift ℱκ[expκ(ω0⊗κx)if(x)](ω)=ℱκ[f(x)](ω⊖κω0)
κ-Time shift ℱκ[f(x⊕κx0)](ω)=expκ(ω⊗κx0)iℱκ[f(x)](ω)
Transform of κ-derivative ℱκ[df(x)dκx](ω)=iω{κ}ℱκ[f(x)](ω)
κ-Derivative of transform ddκωℱκ[f(x)](ω)=−iω{κ}ℱκ[x{κ}f(x)](ω)
Transform of integral ℱκ[∫−∞xf(y)dy](ω)=1iω{κ}ℱκ[f(x)](ω)+2πℱκ[f(x)](0)δ(ω)
κ-Convolution ℱκ[(f⊛κg)(x)](ω)=2πℱκ[f(x)](ω)ℱκ[g(x)](ω)
where (f⊛κg)(x)=∫−∞∞f(y)g(x⊖κy)dκy
Modulation ℱκ[f(x)g(x)](ω)=12π(ℱκ[f(x)]⊛κℱκ[g(x)])(ω)

The properties of the κ-Fourier transform presented in the latter table reduce to the corresponding ordinary Fourier transforms in the classical limit κ→0.

See also

References

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