Related papers: Nonlinear statistical coupling
The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…
Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…
The current form of Tsallis distribution for a Hamiltonian system with an arbitrary potential is found to represent a simple isothermal situation. In this letter, the q-exponential of a sum can be applied as the product of the q-exponential…
We present a simple and general argument showing that a class of dynamical correlations give rise to the so-called Tsallis nonextensive statistics. An example of a system having such a dynamics is given, exhibiting a non-Boltzmann energy…
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…
In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and large fluctuations of inflation and unemployment, we…
The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…
We have discussed the Tsallis entropy in finite $N$-unit nonextensive systems, by using the multivariate $q$-Gaussian probability distribution functions (PDFs) derived by the maximum entropy methods with the normal average and the…
This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…
The couplings between the Ising model and its graphical representations, the random-cluster, random current and loop $\mathrm{O}(1)$ models, are put on common footing through a generalization of the Swendsen-Wang-Edwards-Sokal coupling. A…
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…
Gauss' law of error is generalized in Tsallis statistics such as multifractal systems, in which Tsallis entropy plays an essential role instead of Shannon entropy. For the generalization, we apply the new multiplication operation determined…
The properties of the nonextensive parameter q and the Tsallis distribution for self-gravitating systems are studied. A mathematical expression of q is deduced based on the generalized Boltzmann equation, the q-H theorem and the generalized…
The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…
We give a simple probabilistic description of a transition between two states which leads to a generalized escort distribution. When the parameter of the distribution varies, it defines a parametric curve that we call an escort-path. The…
We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…
We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…
Synchronization transitions are investigated in coupled chaotic maps. Depending on the relative weight of linear versus nonlinear instability mechanisms associated to the single map two different scenarios for the transition may occur. When…
We discuss a Tsallis distribution with complex nonextensivity parameter $q$. In this case the usual distribution is decorated with a log-periodic oscillating factor (apparently, such oscillations can bee seen in recently measured transverse…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…