Entropies and Fractionality

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 compare