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Oscillations in the complementary cumulative distribution function (CCDF) of individual income data have been found in the data of various countries studied by different authors at different time periods, but the dynamical origins of this…

Physics and Society · Physics 2021-02-01 Everton M. C. Abreu , Newton J. Moura , Abner D. Soares , Marcelo B. Ribeiro

The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter. Theoretical calculations using the gas…

General Finance · Quantitative Finance 2011-05-18 Juan C. Ferrero

This work presents an empirical study of the evolution of the personal income distribution in Brazil. Yearly samples available from 1978 to 2005 were studied and evidence was found that the complementary cumulative distribution of personal…

General Finance · Quantitative Finance 2009-01-20 Newton J. Moura , Marcelo B. Ribeiro

We investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics (IBGE). It provides general…

General Finance · Quantitative Finance 2017-09-20 Igor D. S. Siciliani , Marcelo H. R. Tragtenberg

Personal income distribution may exhibit a two-class structure, such that the lower income class of the population (85-98%) is described by exponential Boltzmann-Gibbs distribution, whereas the upper income class (15-2%) has a Pareto…

Statistical Finance · Quantitative Finance 2022-10-05 Paulo H. dos Santos , Igor D. S. Siciliani , M. H. R. Tragtenberg

We developed a strategic of optimal portfolio based on information theory and Tsallis statistics. The growth rate of a stock market is defined by using $q$-deformed functions and we find that the wealth after n days with the optimal…

Statistical Finance · Quantitative Finance 2019-10-24 Marco A. S. Trindade , Sergio Floquet , Lourival M. S. Filho

The evolution of global income distribution from 1988 to 2018 is analyzed using purchasing power parity exchange rates and well-established statistical distributions. This research proposes the use of two separate distributions to more…

General Economics · Economics 2025-12-16 J. D. A. Islas-García , M. del Castillo-Mussot , Marcelo B. Ribeiro

Financial markets are highly non-linear and non-equilibrium systems. Earlier works have suggested that the behavior of market returns can be well described within the framework of non-extensive Tsallis statistics or superstatistics. For…

Statistical Finance · Quantitative Finance 2021-06-30 Sandhya Devi

We investigate the cumulative Tsallis entropy, an information measure recently introduced as a cumulative version of the classical Tsallis differential entropy, which is itself a generalization of the Boltzmann-Gibbs statistics. This…

Statistics Theory · Mathematics 2023-06-02 Guillaume Dulac , Thomas Simon

In this paper we studied the research activity of Brazilian Institutions for all sciences and also their performance in the area of physics between 1945 and December 2008. All the data come from the Web of Science database for this period.…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Aristoklis D. Anastasiadis , Marcelo P. de Albuquerque , Marcio P. de Albuquerque

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the…

Other Condensed Matter · Physics 2009-01-31 F. Clementi , M. Gallegati

This paper presents an empirical application of the Gause-Witt model of population ecology and ecosystems to the income distribution competitive dynamics of social classes in economic systems. The Gause-Witt mathematical system of coupled…

Physics and Society · Physics 2025-06-27 Marcelo B. Ribeiro

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 analyze the cumulative distribution of total personal income of USA counties, and gross domestic product of Brazilian, German and United Kingdom counties, and also of world countries. We verify that generalized exponential distributions,…

Statistical Mechanics · Physics 2008-12-02 Ernesto P. Borges

Elections, specially in countries such as Brazil with an electorate of the order of 100 million people, yield large-scale data-sets embodying valuable information on the dynamics through which individuals influence each other and make…

Physics and Society · Physics 2015-10-05 Angelo Mondaini Calvão , Nuno Crokidakis , Celia Anteneodo

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

General Finance · Quantitative Finance 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

The general formalisms of the $q$-dual statistics, the Boltzmann-Gibbs statistics, and three versions of the Tsallis statistics known as Tsallis-1, Tsallis-2, and Tsallis-3 statistics have been considered in the canonical ensemble. We have…

Statistical Mechanics · Physics 2021-12-08 A. S. Parvan

The Tsallis $q$-Gaussian distribution is a powerful generalization of the standard Gaussian distribution and is commonly used in various fields, including non-extensive statistical mechanics, financial markets and image processing. It…

Computation · Statistics 2023-05-19 Viktor Witkovský

In the framework of the Tsallis statistical mechanics, for the spin-1/2 and the harmonic oscillator, we study the change of the population of states when the parameter $q$ is varied; the results show that the difference between predictions…

Statistical Mechanics · Physics 2010-11-17 Ali M. Nassimi , Gholamabbas Parsafar

Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

Econometrics · Economics 2026-04-24 David Gunawan
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