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Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations

By Yuliya Mishura, Kostiantyn Ralchenko
Hardcover
$235.00
By Yuliya Mishura, Kostiantyn Ralchenko
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Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi, and some others) of selected absolutely continuous probability distributions. The properties of the entropies are analyzed. Subsequently, a related problem is addressed: the computation and investigation of the properties of the entropic risk measure, Entropic Value-at-Risk (EVaR).

Next, the book computes and com...

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Science & TechnologyMathematicsProbability Theory