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Related papers: Oscillations in the Tsallis income distribution

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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…

Economics · Quantitative Finance 2016-05-24 Abner D. Soares , Newton J. Moura , 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 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 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…

Statistical Mechanics · Physics 2015-01-16 Grzegorz Wilk , Zbigniew Wlodarczyk

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 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…

High Energy Physics - Phenomenology · Physics 2018-02-14 Grzegorz Wilk , Zbigniew Wlodarczyk

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…

Statistics Theory · Mathematics 2025-11-10 Hamidreza Maleki Almani

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…

Statistical Finance · Quantitative Finance 2021-07-15 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

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…

Statistical Mechanics · Physics 2009-11-10 T. Arimitsu , N. Arimitsu

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…

Statistical Finance · Quantitative Finance 2017-09-18 Sandhya Devi

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

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…

High Energy Physics - Phenomenology · Physics 2014-11-18 T. Kodama , T. Koide

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…

Statistical Mechanics · Physics 2026-05-11 Lucio Marassi

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

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…

Dynamical Systems · Mathematics 2020-11-06 Wei Ping Cheng , Zhi Hong Zhang , Pu Wang

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…

Methodology · Statistics 2022-07-15 Helton Saulo , Roberto Vila , Giovanna V. Borges , Marcelo Bourguignon

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…

Statistical Mechanics · Physics 2020-04-22 Andrea Carati , Luigi Galgani , Fabrizio Gangemi , Roberto Gangemi

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…

High Energy Physics - Phenomenology · Physics 2021-05-26 Grzegorz Wilk , Zbigniew Włodarczyk
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