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We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…

Statistical Mechanics · Physics 2007-09-02 H. Touchette , E. G. D. Cohen

The axiomatic structure of the $\kappa$-statistcal theory is proven. In addition to the first three standard Khinchin--Shannon axioms of continuity, maximality, and expansibility, two further axioms are identified, namely the self-duality…

Statistical Mechanics · Physics 2024-05-14 G. Kaniadakis

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

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

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

Many astrophysical sources radiate via synchrotron emission from relativistic electrons. The electrons give off their kinetic energy as radiation and this radiative loss modifies the electron energy distribution. An analytical treatment of…

High Energy Astrophysical Phenomena · Physics 2015-03-18 Siddharth Malik

Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6,…

Mathematical Physics · Physics 2008-12-10 Francesco Vallone

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 emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

The standard (non-relativistic) $\kappa$-distribution is widely used to fit data and to describe macroscopic thermodynamical behavior, e.g.\ the pressure (temperature) as the second moment of the distribution function. By contrast to a…

Plasma Physics · Physics 2019-09-04 Klaus Scherer , Horst Fichtner , Hans-Jörg Fahr , Marian Lazar

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

We consider the relativistic statistical mechanics of an ensemble of $N$ events with motion in space-time parametrized by an invariant ``historical time'' $\tau .$ We generalize the approach of Yang and Yao, based on the Wigner distribution…

High Energy Physics - Theory · Physics 2009-10-28 L. Burakovsky , L. P. Horwitz

It is shown that power law phase space distributions describe marginally stable Gibbsian equilibria far from thermal equilibrium which are expected to occur in collisionless plasmas containing fully developed quasi-stationary turbulence.…

Plasma Physics · Physics 2008-04-22 R. A. Treumann , C. H. Jaroschek

Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is…

Data Analysis, Statistics and Probability · Physics 2009-11-12 Aaron Clauset , Cosma Rohilla Shalizi , M. E. J. Newman

A simple numerical method for loading of a relativistic Maxwellian-type distribution is proposed based on inverse transform sampling. The relativistic Maxwellian energy distribution is introduced as an alternative to the Maxwell-J\"{u}ttner…

Plasma Physics · Physics 2026-03-05 Takayuki Umeda

Distributions exhibiting fat tails occur frequently in many different areas of science. A dynamical reason for fat tails can be a so-called superstatistics, where one has a superposition of local Gaussians whose variance fluctuates on a…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

We investigate the transformation of the distribution function in the relativistic case, a problem of interest in plasma when particles with high (relativistic) velocities come into play as for instance in radiation belt physics, in the…

Space Physics · Physics 2011-10-18 R. A. Treumann , R. Nakamura , W. Baumjohann

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski