相关论文: Non-extensive random walks

The cornerstones of Boltzmann-Gibbs and nonextensive statistical mechanics respectively are the entropies $S_{BG} \equiv -k \sum_{i=1}^W p_i \ln p_i $ and $S_{q}\equiv k (1-\sum_{i=1}^Wp_i^{q})/(q-1) (q\in{\mathbb R} ; S_1=S_{BG})$. Through…

We discuss the basic transport phenomena in gases and plasmas obeying the $q$-nonextensive velocity distribution (power-law). Analytical expressions for the thermal conductivity ($K_q$) and viscosity ($\eta_q$) are derived by solving the…

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

We show that the stochastic interpretation of Tsallis' thermostatistics given recently by Beck [Phys. Rev. Lett {\bf 87}, 180601 (2001)] leads naturally to a multi-parameter generalization. The resulting class of distributions is able to…

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Recently we have demostrated that the nonextensitivity parameter q occuring in some applications of Tsallis statistics (known also as index of the corresponding L\'evy distribution) is, in the q>1 case, given entirely by the fluctuations of…

We propose a simple modification, the Gaussian truncation, of the probability density function which was obtained by Beck (2001) to fit the experimental distribution of fluid particle acceleration component from fully developed fluid…

We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the formalism of Tsallis' generalized non-extensive thermostatistics.…

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

We investigate the nonextensivity and the q-distribution of a relativistic gas under an external electromagnetic field. We derive a formula expression of the nonextensive parameter q based on the relativistic generalized Boltzmann equation,…

Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…

Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…

We apply non-extensive methods to the statistical analysis of fully developed turbulent flows. Probability density functions of velocity differences at distance r obtained by extremizing the Tsallis entropies coincide well with what is…

We consider a possible generalization of the random matrix theory, which involves the maximization of Tsallis' $q$-parametrized entropy. We discuss the dependence of the spacing distribution on $q$ using a non-extensive generalization of…

An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…

Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made…

Gaussian fields $(g_x)$ on $\mathbb{Z}_q^d$ are constructed from a class of reversible long range random walks $(X_t)_{t\in \mathbb{N}}$ on $\mathbb{Z}_q^d$ in arXiv:2510.22554. The construction is from taking the covariance function of…

Stochastic treatments of magnetic resonance spectroscopy and optical spectroscopy require evaluations of functions like <exp(i int_0^t Q(s)ds)>, where t is time, Q(s) is the value of a stochastic process at time s, and the angular brackets…

Statistics of molecular random walks in a fluid is considered with the help of Bogolyubov equation for generating functional of distribution functions. An invariance group of this equation is found. It results in many exact relations…

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…