Related papers: Power-Law tailed statistical distributions and Lor…
Let $f$ be the density function associated to a matrix-exponential distribution of parameters $(\alpha, T,s)$. By exponentially tilting $f$, we find a probabilistic interpretation which generalises the one associated to phase-type…
Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…
Adopting a bottom-up perspective, we propose a novel two-parametric nonadditive entropy, $S_{\kappa\ell}$, associated with a Kappa-type power-law velocity distribution, $F_{\kappa\ell}(v)$, recently derived in the literature. By formulating…
Dissipative processes cause collisionless plasmas in many systems to develop nonthermal particle distributions with broad power-law tails. The prevalence of power-law energy distributions in space/astrophysical observations and kinetic…
This note derives the various forms of entropy of systems subject to Olbert distributions (generalized Lorentzian probability distributions known as $\kappa$-distributions) which are frequently observed particularly in high temperature…
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…
The kappa distribution of velocities appears routinely in the study of collisionless plasmas present in Earth's magnetosphere, the solar wind among other contexts where particles are unable to reach thermal equilibrium. Originally justified…
Experimental particle spectra can be successfully described by power-law tailed energy distributions characteristic to canonical equilibrium distributions associated to R\'enyi's or Tsallis' entropy formula - over a wide range of energies,…
Studies of collective human behavior in the social sciences, often grounded in details of actions by individuals, have much to offer `social' models from the physical sciences concerning elegant statistical regularities. Drawing on…
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…
We studied the effects of the Tsallis distribution on the transverse momentum fluctuation in high energy collisions. The parton-hadron duality and the Bose-Einstein type correlation between partons were assumed. The fluctuation was…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
The analysis of Tables of particle properties shows that the probability distribution of the results of physical measurements is far from the conventional Gaussian $\rho(\xi)=exp(-\xi^2/2) $, but is more likely to follow the simple…
The cornerstone of Boltzmann-Gibbs ($BG$) statistical mechanics is the Boltzmann-Gibbs-Jaynes-Shannon entropy $S_{BG} \equiv -k\int dx f(x)\ln f(x)$, where $k$ is a positive constant and $f(x)$ a probability density function. This theory…
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…
Compton scattering of low-frequency radiation by an isotropic distribution of (i) mildly and (ii) ultra relativistic electrons is considered. It is shown that the ensemble-averaged differential cross-section in this case is noticeably…
We study the diffusion of charged particles in the weakly ionized plasma with the power-law kappa-distributions and without magnetic field. The electrons and ions have different kappa-parameters. We obtain the expressions of both diffusion…
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…
Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…