A pathway to multivariate Gaussian density

Details A pathway to multivariate Gaussian density A pathway to multivariate Gaussian density

2007-09-24

arxiv.org/abs/0709.3820v1

Physics

Condensed Matter

Statistical Mechanics

9 pages, 3 figures

Scientific paper

A general principle called "conservation of the ellipsoid of concentration" is introduced and a generalized entropic form of order 'alpha' is optimized under this principle. It is shown that this can produce a density which can act as a pathway to multivariate Gaussian density. The resulting entropic pathway contains as special cases the Boltzmann-Gibbs (Shannon) and Tsallis (Havrda-Charvat) entropic forms.

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