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Tsallis Distribution Family

Organize probability laws obtained from declared Tsallis-entropy constraints around a q-exponential kernel whose support, tails, moments, and classical limit depend on the deformation index and parameterization.

Version
v2 · 2026-09-06 · History
Domain-specific #
3010
Origin domain
nonextensive statistical mechanics
Subdomain
maximum entropy probability models
Aliases
Tsallis distribution

Core Idea

The Tsallis Distribution Family, also called the Tsallis distribution at family level, organizes probability laws whose canonical construction is a constrained maximum of Tsallis entropy and whose stationary form uses a q-exponential kernel. It is an umbrella abstraction, not one density with one support. The outcome space, base measure, entropy index, constraint convention, energy or sufficient-statistic function, and normalizing parameters determine which member is meant.[1][2]

For discrete probabilities p_i, Tsallis entropy is

\[ S_q(p)=k\frac{1-\sum_i p_i^q}{q-1}. \]

For a density p(x) relative to a declared base measure mu, its analogous form is

\[ S_q[p]=k\frac{1-\int p(x)^q\,d\mu(x)}{q-1}. \]

The limit q->1 is Shannon–Gibbs entropy. The deformed exponential

\[ \exp_q(u)=\left[1+(1-q)u\right]_+^{1/(1-q)} \]

likewise tends to exp(u). Here [z]_+=max(z,0) encodes a support cutoff when the bracket would otherwise be negative. In the usual entropy regime q>0, S_q is concave, making a declared constrained maximization well behaved when the feasible set and integrability conditions cooperate.[3]

Under normalized escort constraints,

\[ P_i^{(q)}=\frac{p_i^q}{\sum_jp_j^q}, \qquad U_q=\sum_iP_i^{(q)}E_i, \]

a stationary law can be written, after convention-dependent rearrangement, as a normalized form proportional to exp_q[-beta_q(E_i-U_q)]. Ordinary expectations, unnormalized q-moments, and normalized escorts are not interchangeable bookkeeping choices: they can alter the Lagrange multiplier's interpretation, centering, and reported parameters.[2]

Two canonical members show why the node is a family. A quadratic energy gives a q-Gaussian. A positive linear energy gives a q-exponential distribution. A q-Weibull uses the same kernel after a power transform and connects the Weibull and q-exponential forms.[4] These are member or descendant identities, not aliases of the umbrella. Nor does membership license the claim that every derived q-law solves exactly the same maximum-entropy problem.

Structural Signature

Sig role-phrases:

  • the outcome space — the discrete states or measurable continuous values on which probability is assigned
  • the base measure — counting, Lebesgue, or another declared reference relative to which a mass or density is defined
  • the normalized probability law — nonnegative masses or a density integrating to one
  • the Tsallis entropy functional — the objective S_q evaluated on that law
  • the deformation indexq, controlling the entropy deformation and q-exponential response
  • the constraint convention — ordinary, unnormalized q-moment, or normalized escort constraints
  • the constrained statistic — energy, location, scale, or another function whose expectation is fixed
  • the variational solution — a stationary q-exponential form under the declared feasible problem
  • the normalizing parameters — partition factor, scale, location, or rate values that make the member a probability law
  • the support regime — compact, full-line, or positive half-line support determined jointly by the bracket and member formula
  • the moment regime — which ordinary or escort moments exist for the chosen q, dimension, and shape
  • the classical-limit checkq->1 recovers the corresponding exponential, Gaussian, or Weibull form
  • the member boundaryq-Gaussian, q-exponential, q-Weibull, or another explicitly derived law rather than the umbrella alone

The recognition test is not merely the letter q or a power-law tail. A literal Tsallis-family claim must expose a Tsallis entropy or justified q-exponential construction, specify the constraints and density convention, and check normalization and support in the proposed parameter regime. When a paper starts from a q-kernel phenomenologically, it may use a family member without asserting the system physically maximizes Tsallis entropy; that distinction belongs in the interpretation.

What It Is Not

  • Not Tsallis entropy itself. Entropy is the objective functional; the distribution is a normalized maximizer or kernel-based law.
  • Not one universal density. Quadratic, linear-positive, and transformed statistics produce different supports, constants, and moment conditions.
  • Not every heavy-tailed distribution. q>1 members can be power-tailed, but Pareto, Student, lognormal, and stable laws have independent identities.
  • Not necessarily heavy-tailed. q<1 commonly produces compact support; q=1 is the classical exponential-family boundary.
  • Not a synonym for q-Gaussian. That is the quadratic member, with its own one-dimensional normalizability boundary q<3.
  • Not a synonym for q-exponential distribution. That is the positive linear-statistic member, normally parameterized for q<2.
  • Not a synonym for q-Weibull. That derived form introduces a shape exponent and has Weibull and q-exponential special cases.
  • Not a bare distributional assumption. Selecting a member in a model is an assumption; the family is the mathematical construction selected.
  • Not proof of nonextensive dynamics. A good statistical fit to a q-family does not identify a unique causal mechanism or interaction law.
  • Not the Kaniadakis family. Kaniadakis uses a different kappa-deformed exponential and entropy.
  • Not the q of basic hypergeometric series. Its q-exponentials and Gaussian q-distributions belong to q-calculus, not this entropy family.
  • Not a noncommutative q-Gaussian process. There q deforms commutation or Wick relations rather than Tsallis entropy.
  • Not coordinate-free by default. Continuous entropy and maximum-entropy results depend on the stated base measure and transformations.

Scope of Application

Nonextensive statistical mechanics. The home use replaces the Boltzmann–Gibbs entropy functional with S_q, states a constraint convention, and studies the resulting canonical probabilities and thermodynamic relations.[1][2] The family is a formal component of that framework, not by itself evidence that a physical system satisfies it.

Entropy-based inference. A modeler can select the probability law that maximizes S_q subject to declared normalization and moment information. This use is meaningful only when the base measure, constraint type, and admissible parameter range are explicit. Changing ordinary moments to escort moments can change the fitted parameter meaning even if the displayed density looks similar.

Robust and heavy-tail modeling. For q>1, q-Gaussians and positive q-exponentials supply power-tailed alternatives to Gaussian and exponential models. Tail flexibility is useful in empirical probability modeling, but the normalization and finite-moment thresholds must be checked before using a mean, variance, or likelihood-based diagnostic.

Bounded-support modeling. For q<1, the bracket in exp_q(-beta f(x)) can impose finite support. This is not a numerical nuisance to be ignored: the cutoff is part of the law and affects simulation, likelihoods, and boundary behavior.

Lifetime, waiting-time, and size models. The positive-domain q-exponential and q-Weibull permit exponential/Weibull recovery at q=1 and power-tail or cutoff departures elsewhere. Picoli and collaborators use these forms in empirical comparison, while preserving the distinct roles of the q and Weibull shape parameters.[4]

Generalized central-limit research. q-Gaussians are studied as maximum-entropy laws and candidate attractors under specifically generalized dependence and convolution structures.[5] Ordinary independence does not generally make them classical central-limit attractors, so that scope must not be inferred from the distribution name alone.

Clarity

First declare whether “Tsallis distribution” names the umbrella or a member. A formula proportional to exp_q(-lambda x) on x>=0 is a q-exponential distribution. A formula proportional to exp_q[-beta(x-mu)^2] is a q-Gaussian. The family-level node is appropriate when reasoning across those constructions, constraints, and limits; a member name is clearer for a concrete likelihood or sample.

Second separate density shape from maximum-entropy interpretation. Algebra can reparameterize a positive q-exponential as a generalized Pareto/Lomax-type density in some q>1 ranges. That establishes formula-level overlap, not synonymous family histories or an entropy mechanism. Conversely, one may fit the density phenomenologically without claiming a physical entropy maximization.

Third, always attach q to a convention. For exp_q(-beta f)=[1-(1-q)beta f]_+^{1/(1-q)}, q<1 creates a cutoff and q>1 a power tail. Some authors use dual or transformed indices, alternative signs, or absorbed shifts. Comparing printed q and beta values without matching definitions can reverse conclusions.

Fourth, distinguish ordinary moments from escort moments. A q-Gaussian can satisfy a finite escort second-moment constraint when its ordinary variance is infinite. Reporting the constrained quantity merely as “variance” erases the central diagnostic distinction.

Finally, continuous entropy requires a base measure. A nonlinear variable transformation changes a coordinate density and can alter the continuous entropy expression unless the reference measure is transformed consistently. The distribution law can be pushed forward correctly while a naive differential-entropy maximization problem changes.

Manages Complexity

The family compresses a large design space into a disciplined sequence: choose an entropy index, specify a constraint convention and statistic, solve or recognize the q-exponential stationary form, normalize it on the declared support, and test the moments used downstream. That sequence replaces the vague instruction “use a fat-tail distribution” with a set of auditable choices.

The index q links several consequences that otherwise look unrelated. With a nonnegative statistic in exp_q(-beta f), moving below one introduces a cutoff; approaching one recovers ordinary exponential behavior; moving above one produces a power tail. The member statistic then determines how that generic change appears: linear growth produces a positive q-exponential, quadratic growth a q-Gaussian, and a power transform a q-Weibull.

The abstraction also localizes failures. A density that does not integrate to one indicates an invalid q or scale regime. A requested variance that does not exist is a moment-regime failure, not a software bug. A mismatch between ordinary and escort estimates points to the constraint convention. A good fit with implausible mechanistic claims points to interpretation rather than normalization. The family therefore supports both construction and error diagnosis.

Abstract Reasoning

Use this protocol when constructing or auditing a Tsallis-family model:

  1. Declare the state space, outcome variable, and base measure.
  2. Write the exact Tsallis entropy convention, including q and constants.
  3. State normalization and every constrained statistic.
  4. Identify ordinary, unnormalized q, or normalized escort expectations.
  5. Derive or cite the stationary law rather than assuming that the name alone proves maximum entropy.
  6. Write the precise q-exponential convention and any centering shift.
  7. Determine the support from the positive bracket before normalizing.
  8. Calculate the normalizing constant in the stated dimension.
  9. Check existence of every ordinary or escort moment used for inference.
  10. Verify the q->1 classical limit at fixed appropriately interpreted parameters.
  11. Name the member—q-Gaussian, q-exponential, q-Weibull—when a concrete formula is used.
  12. Keep density adequacy separate from causal or thermodynamic interpretation.

This procedure licenses predictions. For the one-dimensional q-Gaussian, normalization fails at q>=3; ordinary variance fails at q>=5/3, even while the density remains valid up to q<3. For the usual positive q-exponential, normalization fails at q>=2 and the mean fails at q>=3/2. For q<1, data outside the computed cutoff have zero model probability and therefore falsify that unmodified member. These are structural consequences, not adjustable verbal interpretations.

Knowledge Transfer

This is pattern C transfer: a formal probability-law instrument travels literally between nonextensive statistical mechanics, applied probability, waiting-time models, and empirical tail modeling when the same base-measure, entropy/constraint, q-kernel, normalization, and regime roles are retained. The observed variable and constrained statistic change, but the construction and diagnostics remain recognizable.

Member-level transfer requires rechecking integrability. A q value valid for a one-dimensional positive q-exponential need not be valid for a multivariate q-Gaussian; dimension and the growth rate of the constrained statistic change the normalization bound. Likewise, carrying a fitted q between ordinary-moment and escort-constrained papers is not literal transfer until their parameterizations are reconciled.

Interpretive transfer is narrower than mathematical transfer. The same q-Gaussian density may fit velocities, returns, or residuals, but the fit does not transport a causal story of long-range interactions or nonergodicity. Outside probability modeling, portable residues such as Optimization and Distributional Assumption remain useful; calling an organization or narrative “Tsallis-like” is metaphor rather than an instance.

Examples

Canonical example: the q=2 Gaussian member

Take the one-dimensional q-Gaussian with q=2, mu=0, and beta=1:

\[ \exp_2(-x^2)=[1+x^2]^{-1}, \qquad g_2(x)=\frac{1}{\pi(1+x^2)}. \]

This is the standard Cauchy density. It is normalized on the full real line and lies inside the q<3 one-dimensional normalizability regime. Its ordinary second moment diverges, consistent with the q>=5/3 variance boundary.

The normalized q=2 escort second moment behaves differently:

\[ \int_{-\infty}^{\infty}g_2(x)^2dx =\frac{1}{2\pi}, \qquad \int_{-\infty}^{\infty}x^2g_2(x)^2dx =\frac{1}{2\pi}. \]

Their ratio is one. Thus “the second-moment constraint equals one” can be true for the escort distribution while the ordinary variance of g_2 is infinite. The example exposes why the constraint convention cannot be omitted.[5]

Mapped back: the outcome space is the real line with Lebesgue base measure; g_2 is the normalized law; S_2 is the entropy objective in the canonical construction; q=2 is the deformation index; the normalized escort second moment is the declared constraint; the constrained statistic is x^2; the quadratic q-exponential is the variational form; pi is the normalizer; the support is full-line; the ordinary and escort moment regimes are kept separate; and the formula is identified as the q-Gaussian member rather than as the whole family.

Applied / in practice example: a positive q-exponential model

Consider the positive-domain model with q=4/3 and lambda=1:

\[ f(x)=(2-q)\lambda\exp_q(-\lambda x) =\frac{2}{3}\left(1+\frac{x}{3}\right)^{-3}, \qquad x\ge0. \]

Let u=1+x/3, so dx=3du. Its total probability is

\[ \int_0^\infty f(x)dx =\int_1^\infty 2u^{-3}du=1. \]

The mean exists and equals

\[ \operatorname{E}[X]=\frac{1}{\lambda(3-2q)}=3. \]

Its tail is proportional to x^-3, so the second moment diverges at this boundary even though the density and mean are valid. A waiting-time or size analyst can therefore use likelihood or quantile diagnostics, but must not insert a finite theoretical variance into an uncertainty calculation. As q->1 at fixed lambda, the law returns to lambda exp(-lambda x).

This exact numerical example is illustrative. Empirical studies compare q-exponential, Weibull, and q-Weibull forms, but the calculation does not attribute q=4/3 to any particular dataset.[4]

Mapped back: the outcome space is the nonnegative half-line with Lebesgue measure; f is the normalized probability law; its canonical construction uses Tsallis entropy with a positive linear statistic; q=4/3 is the deformation index; the constraint convention must be stated in an actual fit; x is the constrained statistic; exp_q(-x) supplies the variational kernel; (2-q)lambda=2/3 normalizes the density; support is full because q>1; the mean exists while variance does not; the q->1 check recovers the exponential; and the concrete object is the q-exponential member.

Structural Tensions

T1 — Compact support versus heavy tails. The same deformed kernel yields a cutoff for q<1 and a power tail for q>1; describing the family as intrinsically heavy-tailed erases half its regime structure. Diagnostic: solve 1-(1-q)beta f(x)>0 and state the resulting support before discussing tails.

T2 — Ordinary moments versus escort constraints. A maximization may fix a finite escort statistic even when the corresponding ordinary moment diverges. Diagnostic: write both integrals and label which one the constraint and downstream estimator actually use.

T3 — Family unity versus member specificity. The q-kernel and classical limit unify the family, while member statistics and transforms change normalizers, dimensions, and threshold values. Diagnostic: name the member and reproduce its density, support, and parameter range rather than citing the umbrella alone.

T4 — Variational derivation versus phenomenological fit. A displayed density can be used because it fits data without establishing that the system maximizes Tsallis entropy. Diagnostic: ask whether the entropy objective and constraints were derived, posited, or merely invoked after fitting.

T5 — Parameter flexibility versus comparability. Constraint conventions, centering, and dual parameterizations can produce similar curves with differently interpreted q and beta. Diagnostic: translate both models to an explicit density in the same variable and base measure before comparing reported parameters.

T6 — Classical continuity versus singular moments. The density changes continuously toward its q=1 classical form, but moments can disappear at finite thresholds such as 5/3 or 3/2. Diagnostic: test normalization and each required moment separately; never infer moment continuity from density continuity.

T7 — Coordinate convenience versus base-measure dependence. A nonlinear transform can simplify the formula while changing the naive continuous entropy problem. Diagnostic: transform both the probability law and the reference measure, then restate the constraints.

T8 — Autonomy versus reduction. Probability Distribution and Optimization explain the genus and variational scaffold, but they do not determine S_q, escort conventions, the q-kernel, or member regimes. Treating the child as wholly autonomous hides its ordinary mathematical machinery; reducing it to the parents loses its inferential identity. Diagnostic: remove the Tsallis functional and q-specific constraints; if the model no longer predicts its support, tail, or classical limit, the domain-specific node is still needed.

Structural–Framed Character

Spectrum placement: structural-leaning, with a bounded interpretive accent. The mathematical object is fixed primarily by equations, feasible sets, normalization, and integrability. Human choices enter through modeling and interpretation, but do not constitute the density once those inputs are declared.

1. Existence dependence. The family does not require an institution, community, or social practice to exist as a formal probability construction. Historical naming after Tsallis is contingent; the entropy functional and stationary laws can be specified without the eponym.

2. Recognition dependence. Literal recognition is equation-led: identify S_q, the expectation convention, exp_q, support, and normalization. Community terminology matters because several unrelated fields use q, but terminological authority resolves labels rather than the integrals themselves.

3. Variation under reframing. Reinterpreting a q-Gaussian as a residual law rather than an equilibrium law changes the causal story, not its probability density. Changing the base measure, constraint convention, or member statistic changes the mathematical construction and is therefore more than reframing.

4. Intervention dependence. Analysts choose what to constrain and can fit or reject a member; physical mechanisms may determine observed statistics. Those interventions alter parameter values or applicability. They do not make an unnormalizable formula become a probability law.

5. Transfer behavior. The role package travels exactly across formal probability applications when equations and regime checks travel with it. Only the surrounding explanation is frame-sensitive. Metaphorical use without the probability roles collapses to more general abstractions.

Against the five locked criteria, evaluative weight is low because normalization, constraints, and equations determine membership; human-practice boundedness is low because the family exists independently of any analyst's adoption; institutional origin supplies history and nomenclature but no constitutive authority; vocabulary travel is literal within probability applications but limited outside them; and import versus recognize favors recognition only when the entropy, constraint, and q-kernel roles recur rather than when their labels are borrowed. The portable skeleton is precisely Probability Distribution plus Optimization: one supplies the normalized-law genus and the other the constrained variational selection mechanism.

Its character: a structural family of entropy-derived probability laws whose bounded domain accent lies in the declared statistical-mechanical functional, constraint conventions, and disciplined interpretation of q.

Structural Core vs. Domain Accent

1. Skeletal structural core. Choose an objective over normalized candidate laws, impose constraints, optimize, normalize the solution, and analyze its support, limit, and integrability. This portable skeleton belongs to Optimization and Probability Distribution.

2. Irreducible domain accent. Tsallis entropy S_q, ordinary versus escort expectations, the q-exponential stationary kernel, compact-versus-power-tail transition, member taxonomy, and q->1 classical limit remain indispensable. Replacing them with arbitrary objectives and transforms produces a different family. The candidate therefore fails the prime bar as expected.

3. Prime-bar and composite verdict. The abstraction is domain-specific, not a prime and not merely a composite. Probability Distribution plus Optimization does not entail which entropy to maximize, how escort constraints work, when a one-dimensional q-Gaussian normalizes, or how q-exponential and q-Weibull members relate. Cross-domain recurrence is reuse of the same technical object; substrate-neutral recurrence belongs to its parents. Analogy begins when the outcome space, normalized law, entropy functional, and constraint scheme disappear.

  • Probability Distribution — strict subsumption. Every member is a normalized probability law; the Tsallis family specializes that live genus with its entropy, constraint, deformation, and regime structure.
  • Optimization — strict composition, presupposes. The canonical identity uses constrained entropy maximization to select stationary laws. The family contains an optimization problem as constitutive machinery but is not itself a kind of optimization.
  • Distributional Assumption — related, not a parent. Choosing a q-Gaussian or q-exponential in an empirical model creates a distributional assumption; the family can be studied without being assumed for any dataset.
  • Probability and Random Variable — inherited context. These are reached through Probability Distribution and add no independent direct placement.
  • Thermodynamic entropy — related vocabulary, declined as a parent. The live thermodynamic prime is narrower than the distinct Tsallis functional, so using it as the entropy endpoint would blur rather than clarify the construction.

The proposed two strict edges are recorded only in the placement memo. This working draft does not write structured dag_edges or mutate the live graph.

Relationships to Other Abstractions

Local relationship map for Tsallis Distribution FamilyParents appear above the current abstraction, mutual partners to the right, and children below. Node labels state whether each abstraction is prime or domain-specific; colors identify relation types.TsallisDistribution FamilyDOMAINPrime abstraction: Optimization — presupposesOptimizationPRIMEDomain-specific abstraction: Probability Distribution — is a kind ofProbabilityDistributionDOMAIN

Current abstraction Tsallis Distribution Family Domain-specific

Parents (2) — more general patterns this builds on

  • Tsallis Distribution Family is a kind of Probability Distribution Domain-specific

    Probability Distribution — strict subsumption. Every member is a normalized probability law; the Tsallis family specializes that live genus with its entropy, constraint, deformation, and regime structure.

  • Tsallis Distribution Family presupposes Optimization Prime

    Optimization — strict composition, presupposes. The canonical identity uses constrained entropy maximization to select stationary laws.

Hierarchy paths (6) — routes to 4 parentless roots

Neighborhood in Abstraction Space

Tsallis Distribution Family sits in a sparse region of the domain-specific corpus (73rd percentile for distinctiveness): few abstractions share its structure, so a faithful description tends to retrieve it precisely.

Family — Unclustered & Miscellaneous (1565 abstractions)

Nearest neighbors

Computed from structural-signature embeddings · 2026-09-08

Not to Be Confused With

  • Tsallis entropy. Tell: an entropy is a scalar functional of a law; the family consists of normalized laws selected or organized by it.
  • q-Gaussian distribution. Tell: it specifically has a quadratic argument and the associated compact/full-line and q<3 regimes in one dimension.
  • q-exponential distribution. Tell: it is the positive linear member, commonly normalized by (2-q)lambda for q<2.
  • q-Weibull distribution. Tell: it adds a Weibull shape exponent; q=1 gives Weibull and shape one gives q-exponential.
  • Tsallis statistics / nonextensive statistical mechanics. Tell: that is the broader theoretical framework, including entropy composition, thermodynamics, dynamics, and inference beyond the distribution family.
  • Shannon or Boltzmann–Gibbs entropy. Tell: it is the q->1 objective, not the deformed family for general q.
  • Generalized Pareto or Lomax distribution. Tell: positive q-exponential formulas can overlap after reparameterization, but the named families have different constructions and broader parameter conventions.
  • Student's t or Cauchy distribution. Tell: some q-Gaussians equal these laws for mapped parameters—q=2 yields Cauchy—but the classical names denote the concrete laws, not the entropy umbrella.
  • Kaniadakis distribution. Tell: it uses a kappa-exponential and Kaniadakis entropy, with different deformation algebra.
  • Gaussian q-distribution in q-series. Tell: its deformation comes from basic hypergeometric calculus rather than Tsallis entropy.
  • Noncommutative q-Gaussian process. Tell: its q controls commutation/Wick relations and operator moments, not this probability-law maximization.
  • Basic-hypergeometric q-exponential or quantum dilogarithm. Tell: these special functions obey different product and series definitions.
  • Any power-law or heavy-tailed model. Tell: a tail exponent alone neither supplies S_q nor establishes the constraint and classical-limit structure.
  • A distributional assumption. Tell: the assumption is the decision to use a member for data; the family is available whether or not that decision is made.

References

[1] Constantino Tsallis, “Possible Generalization of Boltzmann–Gibbs Statistics,” Journal of Statistical Physics 52 (1988), 479–487. DOI 10.1007/BF01016429. registry ↩a ↩b

[2] Constantino Tsallis, Renio S. Mendes, and Anselmo R. Plastino, “The Role of Constraints within Generalized Nonextensive Statistics,” Physica A 261 (1998), 534–554. DOI 10.1016/S0378-4371(98)00437-3. registry ↩a ↩b ↩c

[3] Constantino Tsallis, Introduction to Nonextensive Statistical Mechanics: Approaching a Complex World (Springer, 2009). DOI 10.1007/978-0-387-85359-8. registry

[4] Sandro Picoli Jr., Renio S. Mendes, and Luiz C. Malacarne, “q-Exponential, Weibull, and q-Weibull Distributions: An Empirical Analysis,” Physica A 324 (2003), 678–688. DOI 10.1016/S0378-4371(03)00071-2. registry ↩a ↩b ↩c

[5] Sílvio M. Duarte Queirós and Constantino Tsallis, “Nonextensive Statistical Mechanics and Central Limit Theorems I — Convolution of Independent Random Variables and q-Product,” arXiv:0709.4656 (2007), proceedings version in AIP Conference Proceedings 965. arXiv; DOI 10.1063/1.2828765. registry ↩a ↩b