Related papers: Stretched exponentials from superstatistics
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
Frequency power spectra due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes are considered. For pulses with constant duration, there is an exponential frequency spectrum which is independent of…
A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…
Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions…
Nonextensive statistics, characterized by a nonextensive parameter $q$, is a promising and practically useful generalization of the Boltzmann statistics to describe power-law behaviors from physical and social observations. We here explore…
We study the applications of non-extensive Tsallis statistics to high energy and hadron physics. These applications include studies of $pp$ collisions, equation of state of QCD, as well as Bose-Einstein condensation. We also analyze the…
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…
We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…
In this work, we provide an overview of the recent investigations on the non-extensive Tsallis statistics and its applications to high energy physics and astrophysics, including physics at the Large Hadron Collider (LHC), hadron physics,…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
We report the results of a numerical investigation, performed in the frame of dynamical systems' theory, for a realistic model of a ionic crystal for which, due to the presence of long--range Coulomb interactions, the Gibbs distribution is…
Simultaneous occurrences of extreme events need not imply symmetric or reciprocal tail dependence. However, most existing measures of extremal dependence are inherently symmetric and hence often fail to capture directional influence in tail…
The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have disproportional significance, the knowledge of its exact shape is very important. Citations of scientific papers…
The role played by non extensive thermodynamics in physical systems has been under intense debate for the last decades. With many applications in several areas, the Tsallis statistics has been discussed in details in many works and…
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…