Related papers: Oscillations in the Tsallis income distribution
This paper discusses the empirical evidence of Tsallis statistical functions in the personal income distribution of Brazil. Yearly samples from 1978 to 2014 were linearized by the q-logarithm and straight lines were fitted to the entire…
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…
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…
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…
In many situations, in all branches of physics, one encounters power-like behavior of some variables which are best described by a Tsallis distribution characterized by a nonextensivity parameter $q$ and scale parameter $T$. However, there…
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…
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…
We discuss two examples of oscillations apparently hidden in some experimental results for high energy multiparticle production processes: (i) - the log-periodic oscillatory pattern decorating the power-like Tsallis distributions of…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities. Based on recent data from the years 2017--2020, we model…
The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…
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…
We discuss a possible origin of Tsallis' statistics from the correlation among constituents which reduces the phase space of the system. We also show that in the system of coupled linear harmonic oscillators can exhibit a Tsallis type…
We develop a variational thermodynamic framework for statistical systems governed by a self-referential nonlinear operator Omega characterized by structural exponents alpha > 0, beta >= 0, a symmetric kernel K, and a self-coupling constant…
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…
The normal distribution is used as a unified probability distribution, however, our researcher found that it is not good agreed with the real-life dynamical system's data. We collected and analyzed representative naturally occurring data…
Univariate normal regression models are statistical tools widely applied in many areas of economics. Nevertheless, income data have asymmetric behavior and are best modeled by non-normal distributions. The modeling of income plays an…
In Statistical Mechanics, Tsallis distributions were apparently conceived in connection with systems presenting long--range interactions. In fact, they were observed in numerical computations for models of such a type, as occurring in the…
We present a comprehensive insight into counting distributions from the perspective of the combinants extracted from them. In particular, we focus on cases where these combinants exhibit oscillatory behavior that can provide an invaluable…