相关论文: Non-extensive random walks
Increasing the number $N$ of elements of a system typically makes the entropy to increase. The question arises on {\it what particular entropic form} we have in mind and {\it how it increases} with $N$. Thermodynamically speaking it makes…
Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
This paper presents an empirical investigation of the intraday Brazilian stock market price fluctuations, considering q-Gaussian distributions that emerge from a non-extensive statistical mechanics. Our results show that, when returns are…
An open stochastic system \`a la Jan Willems is a system affected by two qualitatively different kinds of uncertainty: one is probabilistic fluctuation, and the other one is nondeterminism caused by a fundamental lack of information. We…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…
We show, on purely statistical grounds and without appeal to any physical model, that a power-law $q-$entropy $S_q$, with $0<q<1$, can be {\it extensive}. More specifically, if the components $X_i$ of a vector $X \in \mathbb{R}^N$ are…
Examples of joint probability distributions are studied in terms of Tsallis' nonextensive statistics both for correlated and uncorrelated variables, in particular it is explicitely shown how correlations in the system can make Tsallis…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
Considering galaxies as self - gravitating systems of many collisionless particles allows to use methods of statistical mechanics inferring the distribution function of these stellar systems. Actually, the long range nature of the…
The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…
A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…
We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…
Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…
We describe a simple fully analytic model of the excursion set approach associated with two Gaussian random walks: the first walk represents the initial overdensity around a protohalo, and the second is a crude way of allowing for other…
There exist a large literature on the application of $q$-statistics to the out-of-equilibrium non-ergodic systems in which some degree of strong correlations exists. Here we study the distribution of first return times to zero, $P_R(0,t)$,…
In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…
In this lecture we briefly review the definition, consequences and applications of an entropy, $S_q$, which generalizes the usual Boltzmann-Gibbs entropy $S_{BG}$ ($S_1=S_{BG}$), basis of the usual statistical mechanics, well known to be…
We establish the existence of generalized Busemann functions and Gibbs-Dobrushin-Landford-Ruelle measures for a general class of lattice random walks in random potential with finitely many admissible steps. This class encompasses directed…
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…