We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Renyi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Renyi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Renyi distribution is examined.

Original languageEnglish
Article number20150324
Number of pages18
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume472
Issue number2185
DOIs
StatePublished - 1 Jan 2016

    Research areas

  • Renyi entropy, maximum entropy principle, Renyi distribution, speed-gradient principle, SPEED-GRADIENT, DIVERGENCE MEASURES, INFORMATION-THEORY, COMPLEX FLUIDS, THERMODYNAMICS

ID: 7551853