Non-Extensive Entropic Distance Based on Diffusion: Restrictions on Parameters in Entropy Formulae

Based on a diffusion-like master equation we propose a formula using the Bregman divergence for measuring entropic distance in terms of different non-extensive entropy expressions. We obtain the non-extensivity parameter range for a universal approach to the stationary distribution by simple diffusive dynamics for the Tsallis and the Kaniadakis entropies, for the Hanel–Thurner generalization, and finally for a recently suggested log-log type entropy formula which belongs to diverging variance in the inverse temperature superstatistics.