相关论文: Non-extensive random walks
The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…
During the past dozen years there have been numerous articles on a relation between entropy and probability which is non-additive and has a parameter $q$ that depends on the nature of the thermodynamic system under consideration. For $q=1$…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
Using a connection between the $q$-oscillator algebra and the coefficients of the high temperature expansion of the frustrated Gaussian spin model, we derive an exact formula for the number of closed random walks of given length and area,…
We derive and study quasicanonical Gibbs distribution function which is characterized by the thermostat with finite number of particles (quasithermostat). We show that this naturally leads to Tsallis nonextensive statistics and…
A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
A recent paper by T. Dauxois entitled "Non-Gaussian distributions under scrutiny" is submitted to scrutiny. Several comments on its content are made, which constitute, at the same time, a brief state-of-the-art review of nonextensive…
In this paper, a new exponential and logarithm related to the non-extensive statistical physics is proposed by using the q-sum and q-product which satisfy the distributivity. And we discuss the q-mapping from an ordinary probability to…
Boltzmann-Gibbs statistical mechanics applies satisfactorily to a plethora of systems. It fails however for complex systems generically involving strong space-time entanglement. Its generalization based on nonadditive $q$-entropies…
A plethora of natural, artificial and social systems exist which do not belong to the Boltzmann-Gibbs (BG) statistical-mechanical world, based on the standard additive entropy $S_{BG}$ and its associated exponential BG factor. Frequent…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
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…
An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…