Long memory constitutes a unified mesoscopic mechanism consistent with nonextensive statistical mechanics
Abstract
We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and the non-Markovian process leading to the {\it nonlinear} FP equation with {\it homogeneous} diffusion coefficient. More precisely, we consider the equation , where and , being the potential under which diffusion occurs. Our aim is to find whether exists such that the inhomogeneous linear and the homogeneous nonlinear FP equations become unified in such a way that the (ubiquitously observed) -exponentials remain as stationary solutions. It turns out that such solutions indeed exist for a wide class of systems, namely when , where , , and are (real) constants. Our main result can be sumarized as follows: For and arbitrary confining potential , , where . The present approach unifies into a single mechanism, essentially {\it long memory}, results currently discussed and applied in the literature.
Cite
@article{arxiv.1106.3100,
title = {Long memory constitutes a unified mesoscopic mechanism consistent with nonextensive statistical mechanics},
author = {Ananias M. Mariz and Constantino Tsallis},
journal= {arXiv preprint arXiv:1106.3100},
year = {2015}
}
Comments
5 pages including 1 figure