Statistical theory of self-similar time series as a nonextensive thermodynamic system
Statistical Mechanics
2007-05-23 v1
Abstract
Within Tsallis' nonextensive statistics, a model is elaborated to address self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and tested. Stability conditions of time series analysis are discussed in details on the basis of Van der Waals model.
Keywords
Cite
@article{arxiv.cond-mat/0105221,
title = {Statistical theory of self-similar time series as a nonextensive thermodynamic system},
author = {A. I. Olemskoi},
journal= {arXiv preprint arXiv:cond-mat/0105221},
year = {2007}
}
Comments
11 pages, LaTeX