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Related papers: Stretched exponentials from superstatistics

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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

We studied the effects of the Tsallis distribution on the transverse momentum fluctuation in high energy collisions. The parton-hadron duality and the Bose-Einstein type correlation between partons were assumed. The fluctuation was…

High Energy Physics - Phenomenology · Physics 2017-12-08 Masamichi Ishihara

This short report details the mathematical properties of the stretched exponential function and some of its applications in materials science. G(tau) distributions for different values of the stretching parameter beta are provided.

Disordered Systems and Neural Networks · Physics 2018-08-03 Daniel C. Elton

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Chaotic Dynamics · Physics 2009-10-31 Victor S. L'vov , Anna Pomyalov , Itamar Procaccia

It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…

Statistics Theory · Mathematics 2022-02-08 Rose D Baker

An ion in a radiofrequency ion trap interacting with a buffer gas of ultracold neutral atoms is a driven dynamical system which has been found to develop a non-thermal energy distribution with a power law tail. The exact analytical form of…

Atomic Physics · Physics 2017-04-26 I. Rouse , S. Willitsch

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an…

Risk Management · Quantitative Finance 2012-09-12 Nassim N. Taleb

(The third edition corrects minor typos and adds 3 chapters synthesized from published papers plus an appendix on maximum entropy distributions.) The monograph investigates the misapplication of conventional statistical techniques to fat…

Other Statistics · Statistics 2025-09-18 Nassim Nicholas Taleb

Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…

Statistical Mechanics · Physics 2015-06-03 J. Ruseckas , B. Kaulakys

Power-law tails are ubiquitous in income distributions and in the energy distributions of diluted relativistic gases. We analyze the conceptual link between these two cases. In economic interactions fat tails arise because the richest…

General Physics · Physics 2016-01-25 G. Modanese

Based on the Tsallis entropy, the nonextensive thermodynamic properties are studied as a q-deformation of classical statistical results using only probabilistic methods and straightforward calculations. It is shown that the constant in the…

Statistical Mechanics · Physics 2007-05-23 Franck Jedrzejewski

Quasi-power law ensembles are discussed from the perspective of nonextensive Tsallis distributions characterized by a nonextensive parameter $q$. A number of possible sources of such distributions are presented in more detail. It is further…

Statistical Mechanics · Physics 2023-07-19 Grzegorz Wilk , Zbigniew Włodarczyk

Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent studies suggest that financial asset…

Condensed Matter · Physics 2016-12-21 Rafal Weron

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

Empirical evidence suggests that heavy-tailed degree distributions occurring in many real networks are well-approximated by power laws with exponents $\eta$ that may take values either less than and greater than two. Models based on various…

Machine Learning · Statistics 2018-07-10 Benjamin Bloem-Reddy , Adam Foster , Emile Mathieu , Yee Whye Teh

Using an Eulerian perturbative calculation, we show that the distribution of relative pairwise velocities which arises from gravitational instability of Gaussian density fluctuations has asymmetric (skewed) exponential tails. The negative…

Astrophysics · Physics 2009-10-30 Roman Juszkiewicz , Karl B. Fisher , Istvan Szapudi

We provide an overview of Tsallis statistics, presented as a special case of superstatistics and applied to the multiparticle processes described by the statistical cluster model. This model combines Boltzman statistics applied to…

High Energy Physics - Phenomenology · Physics 2015-10-23 Grzegorz Wilk , Zbigniew Wlodarczyk

It is often stated that heat baths with finite degrees of freedom i.e., finite baths, are sources of Tsallis distributions for the classical Hamiltonian systems. By using well-known fundamental statistical mechanical expressions, we…

Statistical Mechanics · Physics 2013-05-14 G. Baris Bagci , Thomas Oikonomou

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