English
Related papers

Related papers: Oscillations in the Tsallis income distribution

200 papers

We analyze the migration characteristics of a droplet in an oscillatory flow field in a parallel plate micro-confinement. Using phase filed formalism, we capture the dynamical evolution of the droplet over a wide range of the frequency of…

Fluid Dynamics · Physics 2016-02-17 Kaustav Chaudhury , Shubhadeep Mandal , Suman Chakraborty

We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…

Statistical Finance · Quantitative Finance 2016-10-12 Mateusz Denys , Maciej Jagielski , Tomasz Gubiec , Ryszard Kutner , H. Eugene Stanley

In this paper, we propose a framework to investigate the collective dynamics in ensembles of globally coupled phase oscillators when higher-order modes dominate the coupling. The spatiotemporal properties of the attractors in various…

Adaptation and Self-Organizing Systems · Physics 2016-04-19 Can Xu , Hairong Xiang , Jian Gao , Zhigang Zheng

We analyze a large system of globally coupled phase oscillators whose natural frequencies are bimodally distributed. The dynamics of this system has been the subject of long-standing interest. In 1984 Kuramoto proposed several conjectures…

Pattern Formation and Solitons · Physics 2009-10-28 E. A. Martens , E. Barreto , S. H. Strogatz , E. Ott , P. So , T. M. Antonsen

The properties of the nonextensive parameter q and the Tsallis distribution for self-gravitating systems are studied. A mathematical expression of q is deduced based on the generalized Boltzmann equation, the q-H theorem and the generalized…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We consider random vectors drawn from a multivariate normal distribution and compute the sample statistics in the presence of non-stationary correlations. For this purpose, we construct an ensemble of random correlation matrices and average…

Statistical Finance · Quantitative Finance 2014-06-17 Desislava Chetalova , Thilo A. Schmitt , Rudi Schäfer , Thomas Guhr

Solar filament oscillations have been known for decades. Now thanks to the new capabilities of the new telescopes, these periodic motions are routinely observed. Oscillations in filaments show key aspects of their structure. A systematic…

Solar and Stellar Astrophysics · Physics 2022-10-26 Manuel Luna , Joan-René Merou Mestre , Frédéric Auchère

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and…

General Finance · Quantitative Finance 2010-09-23 Amit K Chattopadhyay , Graeme J Ackland , Sushanta K Mallick

Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…

Statistical Finance · Quantitative Finance 2013-11-19 Raoul Golan , Austin Gerig

When a dynamical system contains several different modes of oscillations it may behave in a variety of ways: If the modes oscillate at their own individual frequencies, it exhibits quasiperiodic behavior; when the modes lock to one another…

Chaotic Dynamics · Physics 2012-01-04 Mogens H. Jensen , Leo P. Kadanoff

A quantile is defined as a value below which random draws from a given distribution falls with a given probability. In a centralized setting where the cumulative distribution function (CDF) is unknown, the empirical CDF (ECDF) can be used…

Systems and Control · Computer Science 2018-05-02 Jongmin Lee , Cihan Tepedelenlioglu , Andreas Spanias

Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, $s_1,\ldots,s_K$,…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Marcelo A. Colominas , Hau-Tieng Wu

Noise is a result of stochastic processes that originate from quantum or classical sources. Higher-order cumulants of the probability distribution underlying the stochastic events are believed to contain details that characterize the…

Mesoscale and Nanoscale Physics · Physics 2009-07-01 Christian Flindt , Christian Fricke , Frank Hohls , Tomas Novotny , Karel Netocny , Tobias Brandes , Rolf J. Haug

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

Tropical Cyclone (TC) estimation aims to accurately estimate various TC attributes in real time. However, distribution shifts arising from the complex and dynamic nature of TC environmental fields, such as varying geographical conditions…

Machine Learning · Computer Science 2025-11-18 Hanting Yan , Pan Mu , Shiqi Zhang , Yuchao Zhu , Jinglin Zhang , Cong Bai

Dynamical systems can be analyzed as computational devices capable of performing information processing. In coupled oscillators, enlarged capabilities are expected when the set of units is formed by subsets with collective behaviour within…

Adaptation and Self-Organizing Systems · Physics 2025-06-24 Ernesto Estevez-Rams , K. Garcia-Medina , B. Aragon-Fernandez

We applied Dirac distribution, Bose-Einstein distribution, and occasionally Boltzmann-Gibbs distribution in order to determine which is optimal for income distribution on a large pool of countries. The best fit to the data was observed in…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

We introduce Multivariate Circulant Singular Spectrum Analysis (M-CiSSA) to provide a comprehensive framework to analyze fluctuations, extracting the underlying components of a set of time series, disentangling their sources of variation…

Signal Processing · Electrical Eng. & Systems 2023-08-24 Juan Bógalo , Pilar Poncela , Eva Senra

This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that converges in distribution to the…

Information Theory · Computer Science 2018-06-18 Pablo Ramírez-Espinosa , Laureano Moreno-Pozas , José F. Paris , José A. Cortés , Eduardo Martos-Naya

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…