Pathway model,superstatistics, Tsallis statistics,and a generalized measure of entropy

The pathway model of Mathai [A pathway to matrix-variate gamma and normal densities, Linear Algebra Appl. 396 (2005) 317–328] is shown to be inferable from the maximization of a certain generalized entropy measure. This entropy is a variant of the generalized entropy of order α$\alpha$, considered in Mathai and Rathie [Basic Concepts in Information Theory and Statistics: Axiomatic Foundations and Applications, Wiley Halsted, New York and Wiley Eastern, New Delhi, 1975], and it is also associated with Shannon, Boltzmann–Gibbs, Rényi, Tsallis, and Havrda–Charvát entropies. The generalized entropy measure introduced here is also shown to have interesting statistical properties and it can be given probabilistic interpretations in terms of inaccuracy measure, expected value, and information content in a scheme. Particular cases of the pathway model are shown to be Tsallis statistics [C. Tsallis, Possible generalization of Boltzmann-Gibbs statistics, J. Stat. Phys. 52 (1988) 479–487] and superstatistics introduced by Beck and Cohen [Superstatistics, Physica A 322 (2003) 267–275]. The pathway model's connection to fractional calculus is illustrated by considering a fractional reaction equation.     

Nonextensive statistical features of the Polish stock market fluctuations

The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here, we present a systematic study of such characteristics for the Polish stock market index WIG20 over the period 04.01.1999–31.10.2005 for the time lags ranging from 1min$1\min$ up to 1 h. This market is commonly classified as emerging. Still on the shortest time scales studied we find that the tails of the return distributions are consistent with the inverse cubic power law, as identified previously for majority of the mature markets. Within the time scales studied, a quick and considerable departure from this law towards a Gaussian can however be traced. Interestingly, all the forms of the distributions observed can be comprised by the single q-Gaussians which provide a satisfactory and at the same time compact representation of the distribution of return fluctuations over all magnitudes of their variation. The corresponding nonextensivity parameter q was found to systematically decrease when increasing the time scales. The temporal correlations quantified here in terms of multifractality provide further arguments in favor of nonextensivity.     

Escort entropies and divergences and related canonical distribution

We discuss two families of two-parameter entropies and divergences, derived from the standard Rényi and Tsallis entropies and divergences. These divergences and entropies are found as divergences or entropies of escort distributions. Exploiting the nonnegativity of the divergences, we derive the expression of the canonical distribution associated to the new entropies and a observable given as an escort-mean value. We show that this canonical distribution extends, and smoothly connects, the results obtained in nonextensive thermodynamics for the standard and generalized mean value constraints.     

Tsallis entropy measure of noise-aided information transmission in a binary channel

Noise-aided information transmission via stochastic resonance is shown and analyzed in a binary channel by means of information measures based on the Tsallis entropy. The analysis extends the classic reference of binary information transmission based on the Shannon entropy, and also parallels a recent study based on the Rényi entropy. The conditions for a maximally pronounced stochastic resonance identify optimal Tsallis measures. The study involves a correspondence between Tsallis and Rényi information measures, specially relevant to the characterization of stochastic resonance, and establishing that for such effects identical properties are shared in common by both Tsallis and Rényi measures.     

Implication of Tsallis entropy in the Thomas–Fermi model for self-gravitating fermions

The Thomas–Fermi approach for self-gravitating fermions is revisited within the theoretical framework of the q$q$-statistics  . Starting from the q$q$-deformation of the Fermi–Dirac distribution function, a generalized Thomas–Fermi equation is derived. It is shown that the Tsallis entropy   preserves a scaling property of this equation. The q$q$-statistical   approach to Jeans’ instability in a system of self-gravitating fermions is also addressed. The dependence of the Jeans’ wavenumber (or the Jeans length) on the parameter q$q$ is traced. It is found that the q$q$-statistics makes the Fermionic system unstable at scales shorter than the standard Jeans length.     

基于赛利斯模型和分数阶微分的兰姆波信号消噪

为降低噪声对超声兰姆波检测信号的影响,提高信噪比和增加特征提取的精度,提出了一种赛利斯模型下分数阶微分方法用于超声兰姆波信号去噪.该方法对含噪声的兰姆波信号幅值谱进行各阶分数微分,用赛利斯分布作为待处幅值谱的模型,提出了幅值谱分数阶微分最大值和过零点与微分阶数的拟合三次关系式,建立了幅值谱特征参数的计算式来提取特征参数和重建原始信号的幅值谱,并结合相位谱重构去噪后的兰姆波信号.仿真结果表明,该方法可以有效地提高兰姆波信号甚至微弱兰姆波信号的信噪比,同时降低均方误差和平滑度.实验结果显示,与小波去噪和集合经验模态去噪方法相比,该方法在没有信号先验知识的情况下,可以更有效地去除兰姆波信号的噪声,同时更好地保留主信号的细节特征.因此,本文提出的方法可以有效地去除兰姆波检测信号中混入的噪声.     

关于Tsallis熵与随机序的一些结果

本文讨论了具有相同Tsallis熵或相同Tsallis相对熵的两个连续随机变量随机等价的一些条件,以及随机序与Tsallis熵序的一些关系.     

Classical and fractal analysis of vehicle demand on the ferry-boat system

Transportation problems are important complex systems because of the increased number of vehicles in cities. In this paper, we study time series of vehicle demand by using the ferry-boat system between Salvador city and Itaparica island, in Bahia, Brazil. We compare the traditional demand analysis (ARIMA method) with the self-affine ones (the scaling exponent α and the density of crossing points ρ). In addition, taking into account the inherent self-affine behavior we study the stationary states of this dynamic process by using a nonlinear Fokker-Planck equation. The present findings indicate that the scaling exponent α describes some properties of flux of vehicles using the ferry-boat system. The behavior of α gives an alternative explanation about demand analysis, and the nonlinear Fokker-Planck equation presents a solution close to the stationary behavior of this complex dynamical analysis.     

Energy distribution and energy fluctuation in Tsallis statistics

The energy distribution and the energy fluctuation in the Tsallis canonical ensemble are studied with the OLM formalism but following a new way. The resulting formula for the energy fluctuation is not the same as that in previous work [L.Y. Liu, J.L. Du, Physica A 387 (2008) 5417]. In discussing the application of an ideal gas, we find that the energy fluctuation can not be negligible in the thermodynamic limit, showing the ensemble nonequivalence for this case in Tsallis statistics. We investigate the energy fluctuation with a Tsallis generalized canonical distribution studied by Plastino and Plastino [A.R. Plastino, A. Plastino, Phys. Lett. A 193 (1994) 140] for describing a system in contact with a finite heat bath. For this situation, the two formulae for the energy fluctuation are shown to be equivalent, while the nonextensive parameter q$q$ plays a very important role.     

Non-extensive statistical entropy,quantum groups and quantum entanglement

In this work, we explore a new connection between quantum groups and Tsallis entropy through the energy spectrum of a Hamiltonian with S_Uq(2)$S{U}_q\left(2\right)$ symmetry. Identifying the deformation parameter of the entropy with the parameter of deformation of the associated quantum group, we deduce Tsallis entropy for states related to such a system with S_Uq(2)$S{U}_q\left(2\right)$ symmetry and conducted an investigation of quantum entanglement.