Related papers: Oscillations in the Tsallis income distribution
I show that U.S. incomes follow a one-parameter family of probability distributions over more than fifty years of data. I compare statistical models of income, and I highlight the inverse-gamma distribution as a parsimonious model that…
One of the major issues studied in finance that has always intrigued, both scholars and practitioners, and to which no unified theory has yet been discovered, is the reason why prices move over time. Since there are several well-known…
We show that different entropic measures of fluctuations lead to contradictory uncertainty relations for two complementary observables. We apply Tsallis and R\'{e}nyi entropies to the joint distribution emerging from a noisy simultaneous…
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…
In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…
We investigate a driven, one-dimensional system of colloidal particles in a periodically currogated narrow channel subject to a time-delayed feedback control. Our goal is to identify conditions under which the control induces oscillatory,…
Modeling large dependent datasets in modern time series analysis is a crucial research area. One effective approach to handle such datasets is to transform the observations into density functions and apply statistical methods for further…
A 2D numerical hydrodynamics approach is considered for modelling recent experimental results on the oscillation and collective behavior of convective flows. Our simulations consider the rising dynamics of heated fluid columns in a…
Random binning is a widely used technique in information theory with diverse applications. In this paper, we focus on the output statistics of random binning (OSRB) using the Tsallis divergence $T_\alpha$. We analyze all values of $\alpha…
We discuss the Full Counting Statistics of non-commuting variables with the measurement of successive spin counts in non-collinear directions taken as an example. We show that owing to an irreducible detector back-action, the FCS in this…
We conduct a thorough study of the comoving curvature perturbation $\mathcal{R}$ in single-field inflation with two stages, represented by a piecewise quadratic potential, where both the first and second derivatives are allowed to be…
We study, using information quantifiers, the dynamics generated by a special Hamiltonian that gives a detailed account of the interaction between a classical and a quantum system. The associated, very rich dynamics displays periodicity,…
We present an analytical framework that allows the quantitative study of statistical dynamic properties of networks with adaptive nodes that have memory and is used to examine the emergence of oscillations in networks with response…
In this paper we analyze the effect of randomly deleting streets of a synthetic city on the statistics of displacements. Our city is constituted initially by a set of streets that form a regular tessellation of the euclidean plane.…
The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…
Multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We discuss the possible sources of these oscillations and their impact on our…
We consider a continuous time process that is self-exciting and ergodic, called threshold Chan-Karolyi-Longstaff-Sanders (CKLS) process. This process is a generalization of various models in econometrics, such as Vasicek model,…
This dissertation reports work where physics methods are applied to financial and economical problems. The first part studies stock market data (chapter 1 to 5). The second part is devoted to personal income in the USA (chapter 6). We first…
We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients, including predicted one-step-ahead and stationary…
The generalized binomial distribution in Tsallis statistics (power-law system) is explicitly formulated from the precise $q$-Stirling's formula. The $\alpha $-divergence (or $q$-divergence) is uniquely derived from the generalized binomial…