相关论文: Stretched exponentials from superstatistics
Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…
Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…
Although power laws of the Zipf type have been used by many workers to fit rank distributions in different fields like in economy, geophysics, genetics, soft-matter, networks etc., these fits usually fail at the tails. Some distributions…
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
The relationships between reversible Carnot cycles, the absence of perpetual motion machines and the existence of a non-decreasing, globally unique entropy function forms the starting point of many textbook presentations of the foundations…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
Within the Tsallis thermodynamics' framework, and using scaling properties of the entropy, we derive a generalization of the Gibbs-Duhem equation. The analysis suggests a transformation of variables that allows standard thermodynamics to be…
The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…
In many situations, in all branches of physics, one encounters power-like behavior of some variables which are best described by a Tsallis distribution characterized by a nonextensivity parameter $q$ and scale parameter $T$. However, there…
Stochastic simulations are used to create synthetic one-dimensional telegraph approximation (TA) signals based on turbulent zero crossings, where the interval between crossings is governed by a power law probability distribution with…
We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…
We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…
It has been suggested recently that `$q$-exponential' distributions which form the basis of Tsallis' non-extensive thermostatistical formalism may be viewed as mixtures of exponential (Gibbs) distributions characterized by a fluctuating…
We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…
Hydrodynamic fluctuations at non-zero temperature can cause slow relaxation toward equilibrium even in observables which are not locally conserved. A classic example is the stress-stress correlator in a normal fluid, which, at zero…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…
Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…