Related papers: Tsallis entropy for cross-shareholding network con…
We study the non-extensive Tsallis statistics and its applications to QCD and high energy physics, and analyze the possible connections of this statistics with a fractal structure of hadrons. Then, we describe how scaling properties of…
Majorization is a stochastic ordering relation that compares the relative diversity of probability distributions with numerous applications in econometrics, spectral theory, and ecology. It is well-known that the majorization partial order…
The non-extensive statistical mechanics has been applied to describe a variety of complex systems with inherent correlations and feedback loops. Here we present a dynamical model based on previously proposed static model exhibiting in the…
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…
Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…
In a recent paper [Phys. Lett. A {\bf335}, 351 (2005)] the authors discussed the equivalence among the various probability distribution functions of a system in equilibrium in the Tsallis entropy framework. In the present letter we extend…
We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…
The out-of-equilibrium character of active systems is often twofold, arising from both the activity itself and from non-reciprocal couplings between constituents. A well-established measure to quantify the system's distance from equilibrium…
The benefits of diversifying risks are difficult to estimate quantitatively because of the uncertainties in the dependence structure between the risks. Also, the modelling of multidimensional dependencies is a non-trivial task. This paper…
A general investigation is made into the intrinsic Riemannian geometry for complex systems, from the perspective of statistical mechanics. The entropic formulation of statistical mechanics is the ingredient which enables a connection…
The field of information science has greatly developed, and applications in various fields have emerged. In this paper, we evaluated the coding system in the theory of Tsallis entropy for transmission of messages and aimed to formulate the…
It has been demonstrated that excitable media with a tree structure performed better than other network topologies, it is natural to consider neural networks defined on Cayley trees. The investigation of a symbolic space called tree-shift…
We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the formalism of Tsallis' generalized non-extensive thermostatistics.…
For certain families of finite quantum graphs, we study the question of how eigenfunctions are distributed over the graph. To characterize properties of the distribution, generalized entropies of the R\'{e}nyi and Tsallis types are…
The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of…
We discuss the idea that the Tsallis-type (q-additive) entropic chain rule allows for a wider class of entropic functionals than previously thought. In particular, we point out that the ensuing entropy solutions (e.g., Tsallis entropy) can…
The Tsallis entropy barrier or the roundness barrier based dynamic stochastic resonance mechanisms are put forward and simulated. The systems with various Tsallis q values exhibit the effects of emergence as a result of the noise-induced…
Uncertainty relations emerging from the Tsallis entropy are derived and discussed. In particular we found a positively defined function that saturates the so called entropic inequalities for entropies characterizing the physical states…
We show that Tsallis ensemble of power-law distributions provides a mechanical model of nonextensive equilibrium thermodynamics for small interacting Hamiltonian systems, i.e., using Boltzmann's original nomenclature, we prove that it is an…
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…