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Related papers: $\kappa$-generalization of Gauss' law of error

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Gauss' law of error is generalized in Tsallis statistics such as multifractal systems, in which Tsallis entropy plays an essential role instead of Shannon entropy. For the generalization, we apply the new multiplication operation determined…

Statistical Mechanics · Physics 2007-05-23 Hiroki Suyari , Makoto Tsukada

Stirling approximation of the factorials and multinominal coefficients are generalized based on the one-parameter ($\kappa$) deformed functions introduced by Kaniadakis [Phys. Rev. E \textbf{66} (2002) 056125]. We have obtained the relation…

Statistical Mechanics · Physics 2007-05-23 T. Wada , H. Suyari

Over the last two decades, it has been argued that the Lorentz transformation mechanism, which imposes the generalization of Newton's classical mechanics into Einstein's special relativity, implies a generalization, or deformation, of the…

Statistics Theory · Mathematics 2022-03-04 G. Kaniadakis

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

We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…

Chaotic Dynamics · Physics 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

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

In this work we propose a robust methodology to mitigate the undesirable effects caused by outliers to generate reliable physical models. In this way, we formulate the inverse problems theory in the context of Kaniadakis statistical…

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

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

We use well-known limit theorems in probability theory to derive a Wallis-type product formula for the gamma function. Our result immediately provides a probabilistic proof of Wallis's product formula for $\pi$, as well as the duplication…

Probability · Mathematics 2019-07-30 Wooyoung Chin

Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the…

Methodology · Statistics 2025-05-22 Dionissios T. Hristopulos , Anastassia Baxevani , Giorgio Kaniadakis

We generalize the exponential family of probability distributions. In our approach, the exponential function is replaced by a $\varphi$-function, resulting in a $\varphi$-family of probability distributions. We show how $\varphi$-families…

Probability · Mathematics 2013-09-12 Rui F. Vigelis , Charles C. Cavalcante

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

We discuss the use of Kaniadakis' $\kappa$-exponential in the construction of a statistical manifold modelled on Lebesgue spaces of real random variables. Some algebraic features of the deformed exponential models are considered. A chart is…

Statistics Theory · Mathematics 2015-05-13 Giovanni Pistone

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

We investigate the physical property of the kappa parameter and the kappa-distribution in the kappa-deformed statistics, based on Kaniadakis entropy, for a relativistic gas in an electromagnetic field. We derive two relations for the…

Statistical Mechanics · Physics 2015-05-13 Guo Lina , Du Jiulin , Liu Zhipeng

In the literature different so-called $\kappa$-distribution functions are discussed to fit and model the velocity (or energy) distributions of solar wind species, pickup ions or magnetospheric particles. Here we introduce a generalized…

Solar and Stellar Astrophysics · Physics 2020-07-09 Klaus Scherer , Edin Husidic , Marian Lazar , Horst Fichtner

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

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

From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…

Data Analysis, Statistics and Probability · Physics 2010-10-19 Alexandre Souto Martinez , Rodrigo Silva Gonzalez , Cesar Augusto Sangaletti Tercariol
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