Thermodynamic stability conditions (TSCs) are derived for the Tsallis
and Renyi entropies. These entropies are monotononically increasing fu
nctions of each other, so their TSCs are completely equivalent althoug
h different in appearance. The TSC for the Renyi entropy S(q)R is simp
ly that S(q)R be a concave (convex) function of the mean energy E for
q > 0 (q < 0). This condition is not in general satisfied. The TSC for
the Tsallis entropy S(q)T is then an immediate consequence of the non
linear functional relation between S(q)T and S(q)R. Due to the nonline
arity, the resulting TSC for S(q)T is not simply related to the concav
ity (convexity) of S(q)T. The concavity properties of S(q)T are theref
ore not sufficient to guarantee thermodynamic stability.