Rudolf Hanel, Stefan Thurner, Constantino Tsallis
Paper #: 08-12-059
We study the robustness of functionals of probability distributions such as the Renyi and nonadditive Sq entropies, as well as the q-expectation values under small variations of the distributions. We focus on three important types of distribution functions, namely (i) continuous bounded (ii) discrete with finite number of states, and (iii) discrete with infinite number of states. The physical concept of robustness is contrasted with the mathematically stronger condition of stability and Lesche-stability for functionals. We explicitly demonstrate that, in the case of continuous distributions, once unbounded distributions and those leading to negative entropy are excluded, both Renyi and nonadditive Sq entropies as well as the q-expectation values are robust. For the discrete finite case, the Renyi and nonadditive Sq entropies and the q-expectation values are robust. For the infinite discrete case, where both Renyi entropy and q-expectations are known to violate Lesche-stability and stability respectively, we show that one can nevertheless state conditions which guarantee physical robustness.