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We present the main features of the mathematical theory generated by the \kappa-deformed exponential function exp_{\kappa}(x)=(\sqrt{1+\kappa^2 x^2}+\kappa x)^{1/\kappa}, with 0<\kappa<1, developed in the last twelve years, which turns out…

Statistics Theory · Mathematics 2013-09-27 G. Kaniadakis

The present Letter, deals with the statistical theory [Phys. Rev. E {\bf 66}, 056125 (2002) and Phys. Rev E {\bf 72}, 036108 (2005)], which predicts the probability distribution $p(E) \propto \exp_{\kappa} (-I)$, where, $I \propto \beta E…

Statistical Mechanics · Physics 2011-10-19 G. Kaniadakis

It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions…

General Finance · Quantitative Finance 2018-10-17 Adams Vallejos , Ignacio Ormazabal , Felix A. Borotto , Hernan F. Astudillo

The special relativity laws emerge as one-parameter (light speed) generalizations of the corresponding laws of classical physics. These generalizations, imposed by the Lorentz transformations, affect both the definition of the various…

Statistical Mechanics · Physics 2009-11-11 G. Kaniadakis

The present paper is devoted to the relativistic statistical theory, introduced in Phys. Rev. E {\bf 66} (2002) 056125 and Phys. Rev. E {\bf 72} (2005) 036108, predicting the particle distribution function $p(E)= \exp_{\kappa}…

Statistical Mechanics · Physics 2010-12-20 G. Kaniadakis

Starting from the BBGKY hierarchy, describing the kinetics of nonlinear particle system, we obtain the relevant entropy and stationary distribution function. Subsequently, by employing the Lorentz transformations we propose the relativistic…

Statistical Mechanics · Physics 2012-06-12 G. Kaniadakis

Recently, in the ref. Physica A \bfm{296} 405 (2001), a new one parameter deformation for the exponential function $\exp_{_{\{{\scriptstyle \kappa}\}}}(x)= (\sqrt{1+\kappa^2x^2}+\kappa x)^{1/\kappa}; \exp_{_{\{{\scriptstyle 0}\}}}(x)=\exp…

Statistical Mechanics · Physics 2015-06-24 G. Kaniadakis , A. M. Scarfone

Based on the $\kappa$-deformed functions ($\kappa$-exponential and $\kappa$-logarithm) and associated multiplication operation ($\kappa$-product) introduced by Kaniadakis (Phys. Rev. E \textbf{66} (2002) 056125), we present another…

Statistical Mechanics · Physics 2015-06-25 T. Wada , H. Suyari

Starting from the generalized exponential function $\exp_{\kappa}(x)=(\sqrt{1+\kappa^{2}x^{2}}+\kappa x)^{1/\kappa}$, with $\exp_{0}(x)=\exp(x)$, proposed in Ref. [G. Kaniadakis, Physica A \textbf{296}, 405 (2001)], the survival function…

Physics and Society · Physics 2008-12-02 F. Clementi , M. Gallegati , G. Kaniadakis

In special relativity the mathematical expressions, defining physical observables as the momentum, the energy etc, emerge as one parameter (light speed) continuous deformations of the corresponding ones of the classical physics. Here, we…

High Energy Physics - Theory · Physics 2009-11-11 G. Kaniadakis

We have investigated the proof of the $H$ theorem within a manifestly covariant approach by considering the relativistic statistical theory developed in [Phy. Rev. E {\bf 66}, 056125, 2002; {\it ibid.} {\bf 72}, 036108 2005]. In our…

Statistical Mechanics · Physics 2007-05-23 R. Silva

Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The $\kappa$-generalised distribution, originated in the context of statistical physics by Kaniadakis, is characterised by the…

Statistical Finance · Quantitative Finance 2024-05-17 Samuel Forbes

Criteria are given that kappa-deformed logarithmic and exponential functions should satisfy. With a pair of such functions one can associate another function, called the deduced logarithmic function. It is shown that generalized…

Statistical Mechanics · Physics 2009-11-07 Jan Naudts

The theory of the $\kappa$-deformed Poincare algebra is applied to the analysis of various phenomena in special relativity, quantum mechanics and field theory. The method relies on the development of series expansions in $\kappa^{-1}$ of…

General Relativity and Quantum Cosmology · Physics 2009-11-05 J. P. Bowes , P. D. Jarvis

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…

Computational Physics · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

The kappa-deformed statistics has been studied in many papers. It is naturally important question for us to ask what should the kappa parameter stand for and under what physical situation should the kappa-deformed statistics be suitable for…

Statistical Mechanics · Physics 2015-08-10 Lina Guo , Jiulin Du

In ordinary statistical mechanics the Boltzmann-Shannon entropy is related to the Maxwell-Bolzmann distribution $p_i$ by means of a twofold link. The first link is differential and is offered by the Jaynes Maximum Entropy Principle. The…

Statistical Mechanics · Physics 2009-10-02 G. Kaniadakis

Starting from the basic-exponential, a q-deformed version of the exponential function established in the framework of the basic-hypergeometric series, we present a possible formulation of a generalized statistical mechanics. In a…

Statistical Mechanics · Physics 2008-11-26 A. Lavagno , A. M. Scarfone , P. Narayana Swamy

A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…

Statistical Mechanics · Physics 2009-11-10 G. Kaniadakis , M. Lissia , A. M. Scarfone

The paper provides a survey of results related to the "$\kappa$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion of basic analytical properties,…

General Finance · Quantitative Finance 2016-10-28 F. Clementi , M. Gallegati , G. Kaniadakis , S. Landini
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