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The pathway model of Mathai (2005) is shown to be inferable from the maximization of a certain generalized entropy measure. This entropy is a variant of the generalized entropy of order 'alpha', considered in Mathai and Rathie (1975), and…

Statistical Mechanics · Physics 2009-11-11 A. M. Mathai , H. J. Haubold

An analytical expression of probability density function (PDF) of velocity fluctuation is derived with the help of the statistics based on generalized entropy (the Tsallis entropy or the R\'{e}nyi entropy). It is revealed that the derived…

Statistical Mechanics · Physics 2007-05-23 N. Arimitsu , T. Arimitsu

In spite of its undeniable success, there are still open questions regarding Tsallis non-extensive statistical formalism, whose founding stone was laid in 1988 in JSTAT. Some of them are concerned with the so-called normalization problem of…

Statistical Mechanics · Physics 2009-11-11 G. L. Ferri , S. Martinez , A. Plastino

This article extends the non-extensive entropy of Tsallis and uses this entropy to model an energy producing system in an absorbing heat bath. This modified non-extensive entropy is superficially identical to the one proposed by Tsallis,…

Statistical Mechanics · Physics 2007-05-23 Mark Fleischer

This paper addressed with the quantized dissipative uncertain problem for delayed fractional T_S Fuzzy system for event_triggered networked systems (E_NS), where the extended dissipativity analysis combines the H infinity, dissipativity, L2…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Muhammad Shamrooz Aslam , Hazrat Bilal , Sumeera Shamrooz

This paper presents new results concerning the observer design for wide classes of nonlinear systems with both sampled and delayed measurements. By using a small gain approach we provide sufficient conditions, which involve both the delay…

Optimization and Control · Mathematics 2012-07-05 Tarek Ahmed-Ali , Iasson Karafyllis , Francoise Lamnabhi-Lagarrigue

Recently we have demostrated that the nonextensitivity parameter q occuring in some applications of Tsallis statistics (known also as index of the corresponding L\'evy distribution) is, in the q>1 case, given entirely by the fluctuations of…

High Energy Physics - Phenomenology · Physics 2007-05-23 G. Wilk , Z. Wlodarczyk

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

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

The fractal and self-similarity properties are revealed in many complex networks. In order to show the influence of different part in the complex networks to the information dimension, we have proposed a new information dimension based on…

Social and Information Networks · Computer Science 2015-06-19 Qi Zhang , Meizhu Li , Yong Deng , Sankaran Mahadevan

The paper, authored by J. A. S. Lima et al, was published in Phys. Rev. E in 2000 has discussed the dispersion relation and Landau damping of Langmuir wave in the context of the nonextensive statistics proposed by Tsallis. It has been cited…

Plasma Physics · Physics 2013-06-05 Xiao-Chang Chen , X. Q. Li

We demonstrate that selection of the minimal value of ordered variables leads in a natural way to its distribution being given by the Tsallis distribution, the same as that resulting from Tsallis nonextensive statistics. The possible…

Statistical Mechanics · Physics 2009-11-13 G. Wilk , Z. Wlodarczyk

In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

The analysis of a dynamical system modelled by differential (continuum case) or difference equation (discrete case) with deformed exponential decay, here we consider Tsallis and Kaniadakis exponentials, may require the use of the recently…

Statistical Mechanics · Physics 2020-02-03 J. L. E. da Silva , G. B. da Silva , R. V. Ramos

The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic…

Pricing of Securities · Quantitative Finance 2008-12-02 Pavel Levin

We present a path toward determining the statistical origin of the thermodynamic limit for systems with long-range interactions. We assume throughout that the systems under consideration have thermodynamic properties given by the Tsallis…

Statistical Mechanics · Physics 2015-06-18 Nikos Kalogeropoulos

Quite general, analytical (both exact and approximate) forms for discrete probability distributions (PD's) that maximize Tsallis entropy for a fixed variance are here investigated. They apply, for instance, in a wide variety of scenarios in…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

We first observe that the (co)domains of the q-deformed functions are some subsets of the (co)domains of their ordinary counterparts, thereby deeming the deformed functions to be incomplete. In order to obtain a complete definition of…

Statistical Mechanics · Physics 2015-05-13 Thomas Oikonomou , G. Baris Bagci

This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an auxiliary linear regression model that facilitates estimation…

Econometrics · Economics 2024-09-23 João Nicolau , Paulo M. M. Rodrigues

This paper investigates applicability of thermodynamic concepts and principles to competitive systems. We show that Tsallis entropies are suitable for characterisation of systems with transitive competition when mutations deviate from Gibbs…

Adaptation and Self-Organizing Systems · Physics 2014-03-10 A. Y. Klimenko