Results 31 to 40 of about 1,869,033 (270)

Non-ergodic delocalized phase with Poisson level statistics [PDF]

open access: yesQuantum, 2022
Motivated by the many-body localization (MBL) phase in generic interacting disordered quantum systems, we develop a model simulating the same eigenstate structure like in MBL, but in the random-matrix setting.
Weichen Tang, Ivan M. Khaymovich
doaj   +1 more source

Comments on “On q-non-extensive statistics with non-Tsallisian entropy” [PDF]

open access: yesPhysica A: Statistical Mechanics and its Applications, 2017
Recently, in [P. Jizba and J. Korbel, Physica A 444, 2016, 808-827], four generalized Shannon-Khinchin [GSK] axioms have been proposed and a generalized entropy which uniquely satisfies the GSK axioms has been derived. In this comment, we show that the unique class of the entropies derived in the aforementioned paper is not correct, as it violates the ...
Velimir M. Ilić, Miomir S. Stanković
openaire   +3 more sources

Hedging for the Regime-Switching Price Model Based on Non-Extensive Statistical Mechanics

open access: yesEntropy, 2018
To describe the movement of asset prices accurately, we employ the non-extensive statistical mechanics and the semi-Markov process to establish an asset price model.
Pan Zhao   +4 more
doaj   +1 more source

Effective temperature of self-similar time series

open access: yesCondensed Matter Physics, 2005
Within slightly non-extensive statistics and the related numerical model, a picture is elaborated to treat self-similar time series as a thermodynamic system.
A.Olemskoi, S.Kokhan
doaj   +1 more source

Modified entropies as the origin of generalized uncertainty principles

open access: yesPhysics Letters B, 2023
The Heisenberg uncertainty principle is known to be connected to the entropic uncertainty principle. This correspondence is obtained employing a Gaussian probability distribution for wave functions associated to the Shannon entropy. Independently, due to
Nana Cabo Bizet   +2 more
doaj   +1 more source

Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

open access: yesEntropy, 2018
In this paper we consider pricing problems of the geometric average Asian options under a non-Gaussian model, in which the underlying stock price is driven by a process based on non-extensive statistical mechanics. The model can describe the peak and fat
Pan Zhao, Benda Zhou, Jixia Wang
doaj   +1 more source

Nonlinear waves in a hot, viscous and non-extensive quark-gluon plasma

open access: yesEuropean Physical Journal C: Particles and Fields, 2022
The effects of the non-extensive statistics on the nonlinear propagation of perturbations have been studied within the scope of relativistic second order dissipative hydrodynamics with non-extensive equation of state.
Golam Sarwar   +5 more
doaj   +1 more source

Fractals, nonextensive statistics, and QCD [PDF]

open access: yesPhysical Review D, 2020
In this work we analyse how scaling properties of Yang-Mills field theory manifest as self-similarity of truncated n-point functions by scale evolution. The presence of such structures, which actually behaves as fractals, allow for recurrent non-perturbative calculation of any vertex.
Airton Deppman   +2 more
openaire   +3 more sources

Non-Extensive Motivated Parton Fragmentation Functions

open access: yesProceedings, 2019
A new form of fragmentation function is presented here, motivated by earlier non-extensive studies of jet fragmentation. We parametrized our Tsallis-like function on pion spectra and compared it to the most common fragmentation function parametrizations.
Adam Takacs, Gergely Gábor Barnaföldi
doaj   +1 more source

A study on Freeman-Tukey test statistic under the symmetry model for square contingency tables

open access: yesCumhuriyet Science Journal, 2021
The symmetry model is the basic model in the analysis of square contingency tables. Multiple test statistics have been developed for the goodness of fit test. Freeman-Tukey test statistics is appropriate to be used in large samples.
Gokcen Altun
doaj   +1 more source

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