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We show that within classical statistical mechanics it is possible to naturally derive power law distributions which are of Tsallis type. The only assumption is that microcanonical distributions have to be separable from of the total system…

Statistical Mechanics · Physics 2009-11-10 Rudolf Hanel , Stefan Thurner

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Physics and Society · Physics 2014-11-11 Filippo Radicchi

The generalized binomial distribution in Tsallis statistics (power-law system) is explicitly formulated from the precise $q$-Stirling's formula. The $\alpha $-divergence (or $q$-divergence) is uniquely derived from the generalized binomial…

Mathematical Physics · Physics 2014-05-13 Hiroki Suyari , Antonio Maria Scarfone

Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has…

Statistical Mechanics · Physics 2009-11-13 Hari M. Gupta , Jose R. Campanha , Sidney J. Schinaider

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha

A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…

Classical Physics · Physics 2018-01-30 Andrea Di Vita

Quasi-power law ensembles are discussed from the perspective of nonextensive Tsallis distributions characterized by a nonextensive parameter $q$. A number of possible sources of such distributions are presented in more detail. It is further…

Statistical Mechanics · Physics 2023-07-19 Grzegorz Wilk , Zbigniew Włodarczyk

The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for…

Statistical Mechanics · Physics 2020-02-26 Yahui Zheng , Jiulin Du , Linxia Liu , Huijun Kong

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…

Statistical Mechanics · Physics 2014-09-29 G. Cigdem Yalcin , Alberto Robledo , Murray Gell-Mann

The size or energy of diverse structures or phenomena in geoscience appears to follow power-law distributions. A rigorous statistical analysis of such observations is tricky, though. Observables can span several orders of magnitude, but the…

Geophysics · Physics 2019-04-29 Álvaro Corral , Álvaro González

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

In this paper, we attempt to derive the expression of ensemble average internal energy in long-range interaction complex system. Further, the Shannon entropy hypothesis is used to derive the probability distribution function of energy. It…

Statistical Mechanics · Physics 2019-02-04 Yanxiu Liu , Shenglei Zhang , Liu He , Cheng Xu , Zhifu Huang

We review from the point of view of nonextensive statistics the ubiquitous presence in elementary and heavy-ion collisions of power-law distributions. Special emphasis is placed on the conjecture that this is just a reflection of some…

High Energy Physics - Phenomenology · Physics 2015-05-13 Grzegorz Wilk , Zbigniew Wlodarczyk

Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…

Statistics Theory · Mathematics 2025-10-13 Pok Him Cheng , Joel E. Cohen , Hok Kan Ling , Sheung Chi Phillip Yam

Certain fluctuations in particle number at fixed total energy lead exactly to a cut-power law distribution in the one-particle energy, via the induced fluctuations in the phase-space volume ratio. The temperature parameter is expressed…

Statistical Mechanics · Physics 2014-12-10 Tamas Sandor Biro , Peter Van , Gergely Gabor Barnafoldi , Karoly Urmossy

The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…

Statistical Mechanics · Physics 2017-07-18 Ke-Ming Shen , Ben-Wei Zhang , En-Ke Wang

Power-law distributions are widely observed in complex systems, yet establishing their thermodynamic consistency remains a theoretical challenge. In this paper, we present a thermodynamic framework for power-law statistics based on the…

Statistical Mechanics · Physics 2026-03-31 Hiroki Suyari

The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…

Statistical Mechanics · Physics 2014-08-06 Julius Ruseckas
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