Search results for "Tsallis statistics"
showing 3 items of 3 documents
Extended quasi-additivity of Tsallis entropies
2006
We consider statistically independent non-identical subsystems with different entropic indices q1 and q2. A relation between q1, q2 and q' (for the entire system) extends a power law for entropic index as a function of distance r. A few examples illustrate a role of the proposed constraint q' < min(q1, q2) for the Beck's concept of quasi-additivity.
Coupling theory for counterion distributions based in Tsallis statistics
2003
It is well known that the Poisson-Boltzmann (PB) equation yields the exact counterion density around charged objects in the weak coupling limit. In this paper we generalize the PB approach to account for coupling of arbitrary strength by making use of Tsallis q-exponential distributions. Both the weak coupling and the strong coupling limits are reproduced. For arbitrary coupling we also provide simple analytical expressions which are compared to recent Monte Carlo simulations by A. G. Moreira and R. R. Netz [Europhys. Lett. 52 (2000) 705]. Excellent agreement with these is obtained.
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector
2004
In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a new index for the aerospace sector and we investigate the statistical characteristics of this index. Our results show that this index is well described by Tsallis distribution. We explore this result and modify the standard Value-at-Risk (VaR), financial risk assessment methodology in order to reflect an asset which obeys Tsallis non-extensive statistics.