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We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both…

Statistical Mechanics · Physics 2007-05-23 C. Jarzynski

We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…

Probability · Mathematics 2020-11-30 Witold M. Bednorz , Rafał M. Łochowski , Rafał Martynek

Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…

Probability · Mathematics 2016-08-08 Lev B. Klebanov , Lenka Slámová

The second law of thermodynamics states that a system in contact with a heat bath can undergo a transformation if and only if its free energy decreases. However, the "if" part of this statement is only true when the effective heat bath is…

Quantum Physics · Physics 2018-06-27 Jonathan G. Richens , Álvaro M. Alhambra , Lluis Masanes

For non-equilibrium systems in a steady state we present two necessary and sufficient conditions for the emergence of $q$-canonical ensembles, also known as Tsallis statistics. These conditions are invariance requirements over the…

Statistical Mechanics · Physics 2019-08-23 Sergio Davis , Gonzalo Gutiérrez

Motivated by applications in hydrodynamics and networks of thermostatically-control loads in buildings we study control of linear dynamical systems driven by additive and also multiplicative noise of a general position. Utilizing…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Michael Chertkov

The statistical mechanics of a cloud of particles interacting via their gravitational potentials is an old problem which encounters some issues when the traditional Boltzmann-Gibbs statistics is applied. In this article, we consider the…

Statistical Mechanics · Physics 2018-04-10 Lenin Escamilla-Herrera , Christine Gruber , Viridiana Pineda , Hernando Quevedo

An extension of Maxwell's original prescription for an ideal gas is adopted to derive a broad class of Kappa-type velocity distributions, encompassing both fat and short-tailed forms. Within this general framework, a physically consistent…

Plasma Physics · Physics 2025-08-04 J. A. S. Lima , M. H. Benetti

It is well known that the distribution of returns from various financial instruments are leptokurtic, meaning that the distributions have "fatter tails" than a Normal distribution, and have skew toward zero. This paper presents a graceful…

Trading and Market Microstructure · Quantitative Finance 2013-04-03 Ben Klemens

This is the third in a series of papers dealing with the algebraic theory of infinite classical lattices. This paper presents a theory of single measurements on a lattice which we represent as comprising a finite subvolume--the system of…

Mathematical Physics · Physics 2007-07-09 Don Ridgeway

The microscopic foundation of the generalized equilibrium statistical mechanics based on the Tsallis entropy is given by using the Gibbs idea of statistical ensembles of the classical and quantum mechanics. The equilibrium distribution…

Statistical Mechanics · Physics 2007-05-23 A. S. Parvan

Following Chakrabarti,Chandrasekhar, and Naina [Physica A {\bf 389} (2010) 1571], we attempt a classical relativistic treatment of Verlinde's emergent entropic force conjecture by appealing to a relativistic Hamiltonian in the context of…

Statistical Mechanics · Physics 2019-03-21 L. Calderon , M. T. Martin , A. Plastino , M. C. Rocca , V. Vampa

Specific heat is calculated using Tsallis statistics. It is observed that it is possible to explain some low temperature specific heat properties of glasses using non-extensive approach. A similarity between temperature dependence of…

Statistical Mechanics · Physics 2009-11-11 Ashok Razdan

When a small dynamical system that is initially in contact with a heat bath is detached from this heat bath and then caused to undergo a quasi-static adiabatic processes, the statistical distribution of the system's energy differs from that…

Statistical Mechanics · Physics 2007-05-23 K. Sato , K. Sekimoto , T. Hondou , F. Takagi

Here we explain how C. Tsallis' reply (Entropy 2021, 23(5), 630) fails to respond to points raised in (Entropy 2020, 22(10), 1110) and introduces further inconsistencies on the origin of black hole entropy. In his reply, Tsallis argues that…

General Relativity and Quantum Cosmology · Physics 2022-10-04 Pedro Pessoa , Bruno Arderucio Costa , Steve Pressé

We revisit the cut-off prescriptions which are needed in order to specify completely the form of Tsallis' maximum entropy distributions. For values of the Tsallis entropic parameter $q>1$ we advance an alternative cut-off prescription and…

Statistical Mechanics · Physics 2009-11-11 A. M. Teweldeberhan , A. R. Plastino , H. G. Miller

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

A 6-parameter fat-tailed distribution is proposed that generalises the t-distribution and allows asymmetry of scale and also of tail power, whilst avoiding the discontinuity of the second derivative of the split-t (AST) distribution. With…

Methodology · Statistics 2016-06-17 Rose D. Baker

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

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