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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…

统计理论 · 数学 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…

统计理论 · 数学 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}…

混沌动力学 · 物理学 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

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…

统计力学 · 物理学 2015-05-13 Guo Lina , Du Jiulin , Liu Zhipeng

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,…

综合金融 · 定量金融 2016-10-28 F. Clementi , M. Gallegati , G. Kaniadakis , S. Landini

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…

物理与社会 · 物理学 2008-12-02 F. Clementi , M. Gallegati , 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…

统计力学 · 物理学 2015-06-24 G. Kaniadakis , A. M. Scarfone

Explaining empirically observed wealth and income distributions, featuring power-law tails alongside gamma or log-normal bulk shapes, challenges models that focus on either pairwise competition or individual investment mechanisms. This…

物理与社会 · 物理学 2025-05-19 Yuri Ono , Atsushi Ishida

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…

统计力学 · 物理学 2015-06-25 T. Wada , H. Suyari

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…

统计力学 · 物理学 2011-10-19 G. Kaniadakis

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…

统计金融 · 定量金融 2024-05-17 Samuel Forbes

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…

统计力学 · 物理学 2015-08-10 Lina Guo , Jiulin Du

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}…

统计力学 · 物理学 2010-12-20 G. Kaniadakis

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

统计理论 · 数学 2017-03-28 Meitner Cadena

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…

统计力学 · 物理学 2007-05-23 R. Silva

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance…

数学物理 · 物理学 2009-11-13 G. Akemann , P. Vivo

We study the Immediate Exchange model, recently introduced by Heinsalu and Patriarca [Eur. Phys. J. B 87: 170 (2014)], who showed by simulations that the wealth distribution in this model converges to a Gamma distribution with shape…

综合金融 · 定量金融 2015-06-23 Guy Katriel

We present a new formulation of Fourier transform in the picture of the $\kappa$-algebra derived in the framework of the $\kappa$-generalized statistical mechanics. The $\kappa$-Fourier transform is obtained from a $\kappa$-Fourier series…

统计力学 · 物理学 2022-06-15 A. M. Scarfone

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

物理与社会 · 物理学 2008-12-02 Abhijit Kar Gupta
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