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In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
We present an argument justifying the origin of the escort distributions used in calculations involving the Tsallis entropy. We rely on an induced hyperbolic Riemannian metric reflecting the generalized composition property of the Tsallis…
We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…
The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…
The fundamental concept of phase space for particles moving in the four-dimensional spacetime is analyzed. Particle distribution density is defined as differential form, which degree may be different in various cases. It should be…
We examine numerically and analytically the problem of the relativistic velocity distribution in a 1-dim relativistic gas in thermal equilibrium. Our derivation is based on the special theory of relativity, the central limit theorem and the…
We demonstrate that the most probable state of a conserved system with a limited number of entities or molecules is the state where non-Gaussian and non-chi-square distributions govern. We have conducted a thought experiment using a…
Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
We find the probability density function $\mathcal{P}(V_{\texttt{r}})$ of the relativistic relative velocity for two colliding particles in a non-degenerate relativistic gas. The distribution reduces to Maxwell distribution for the relative…
The relaxation time limit of the one-point distribution of the spatially periodic totally asymmetric simple exclusion process is expected to be the universal one point distribution for the models in the KPZ universality class in a periodic…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
In a paper [8] the authors classify entropy into three categories, as a thermodynamics quantity, as a measure of information production, and as a means of statistical inference. An entropy measure introduced by Mathai falls into the second…