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Relativity, nonextensivity, and extended power law distributions

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 Added by Raimundo Silva Jr.
 Publication date 2005
  fields Physics
and research's language is English




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A proof of the relativistic $H$-theorem by including nonextensive effects is given. As it happens in the nonrelativistic limit, the molecular chaos hypothesis advanced by Boltzmann does not remain valid, and the second law of thermodynamics combined with a duality transformation implies that the q-parameter lies on the interval [0,2]. It is also proved that the collisional equilibrium states (null entropy source term) are described by the relativistic $q$-power law extension of the exponential Juttner distribution which reduces, in the nonrelativistic domain, to the Tsallis power law function. As a simple illustration of the basic approach, we derive the relativistic nonextensive equilibrium distribution for a dilute charged gas under the action of an electromagnetic field $F^{{mu u}}$. Such results reduce to the standard ones in the extensive limit, thereby showing that the nonextensive entropic framework can be harmonized with the space-time ideas contained in the special relativity theory.



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We consider a general stochastic branching process, which is relevant to earthquakes as well as to many other systems, and we study the distributions of the total number of offsprings (direct and indirect aftershocks in seismicity) and of the total number of generations before extinction. We apply our results to a branching model of triggered seismicity, the ETAS (epidemic-type aftershock sequence) model. The ETAS model assumes that each earthquake can trigger other earthquakes (``aftershocks). An aftershock sequence results in this model from the cascade of aftershocks of each past earthquake. Due to the large fluctuations of the number of aftershocks triggered directly by any earthquake (``fertility), there is a large variability of the total number of aftershocks from one sequence to another, for the same mainshock magnitude. We study the regime where the distribution of fertilities mu is characterized by a power law ~1/mu^(1+gamma). For earthquakes, we expect such a power-law distribution of fertilities with gamma = b/alpha based on the Gutenberg-Richter magnitude distribution ~10^(-bm) and on the increase ~10^(alpha m) of the number of aftershocks with the mainshock magnitude m. We derive the asymptotic distributions p_r(r) and p_g(g) of the total number r of offsprings and of the total number g of generations until extinction following a mainshock. In the regime gamma<2 relevant for earhquakes, for which the distribution of fertilities has an infinite variance, we find p_r(r)~1/r^(1+1/gamma) and p_g(g)~1/g^(1+1/(gamma -1)). These predictions are checked by numerical simulations.
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L{e}vy distribution. For both (i) and (ii), we find that due to the correlations in the variance, the process ``dynamically generates power-law tails in the distributions, whose exponents can be controlled through the way the correlations in the variance are introduced. For (ii), we find that the process can extend a truncated distribution {it beyond the truncation cutoff}, which leads to a crossover between a L{e}vy stable power law and the present ``dynamically-generated power law. We show that the process can explain the crossover behavior recently observed in the $S&P500$ stock index.
123 - G. S. Franc{c}a 2006
Geological fault systems, as the San Andreas fault (SAF) in USA, constitute typical examples of self-organizing systems in nature. In this paper, we have considered some geophysical properties of the SAF system to test the viability of the nonextensive models for earthquakes developed in [Phys. Rev. E {bf 73}, 026102, 2006]. To this end, we have used 6188 earthquakes events ranging in the magnitude interval $2 < m < 8$ that were taken from the Network Earthquake International Center catalogs (NEIC, 2004-2006) and the Bulletin of the International Seismological Centre (ISC, 1964-2003). For values of the Tsallis nonextensive parameter $q simeq 1.68$, it is shown that the energy distribution function deduced in above reference provides an excellent fit to the NEIC and ISC SAF data.
This paper investigates the rank distribution, cumulative probability, and probability density of price returns for the stocks traded in the KSE and the KOSDAQ market. This research demonstrates that the rank distribution is consistent approximately with the Zipfs law with exponent $alpha = -1.00$ (KSE) and -1.31 (KOSDAQ), similar that of stock prices traded on the TSE. In addition, the cumulative probability distribution follows a power law with scaling exponent $beta = -1.23$ (KSE) and -1.45 (KOSDAQ). In particular, the evidence displays that the probability density of normalized price returns for two kinds of assets almost has the form of an exponential function, similar to the result in the TSE and the NYSE.
The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we use the fundamental principles of ergodicity (via Liouvilles theorem), the self-similarity of correlations, and the existence of the thermodynamic limit to derive generalized forms of the equilibrium distribution for long-range-interacting systems. Significantly, our formalism provides a justification for the well-studied nonextensive thermostatistics characterized by the Tsallis distribution, which it includes as a special case. We also give the complementary maximum entropy derivation of the same distributions by constrained maximization of the Boltzmann-Gibbs-Shannon entropy. The consistency between the ergodic and maximum entropy approaches clarifies the use of the latter in the study of correlations and nonextensive thermodynamics.
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