Skewness and kurtosis analysis for non-Gaussian distributions

DOI10.1016/J.PHYSA.2018.02.035OpenAlexW2962725504MaRDI QIDQ2150364

Ahmet Celikoglu, Ugur Tirnakli

Publication date: 27 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1293

zbMATH Keywords

classical statistical mechanicssystems obeying scaling laws\(q\)-statistics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Modeling and simulation of financial returns under non-Gaussian distributions

Cites Work

• Influence of the interaction range on the thermostatistics of a classical many-body system
• Nonextensive statistical mechanics and economics
• Possible generalization of Boltzmann-Gibbs statistics.
• A Note on the Generation of Random Normal Deviates
• Introduction to Nonextensive Statistical Mechanics
• Generalized Box–MÜller Method for Generating $q$-Gaussian Random Deviates
• Escort mean values and the characterization of power-law-decaying probability densities

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