Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

DOI10.1063/1.1617365zbMath1062.82039arXivcond-mat/0205314OpenAlexW3103446058WikidataQ61412744 ScholiaQ61412744MaRDI QIDQ4833174

Constantino Tsallis, Celia Anteneodo

Publication date: 14 December 2004

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0205314

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (15)

On the average uncertainty for systems with nonlinear coupling ⋮ What should a statistical mechanics satisfy to reflect nature? ⋮ Inhomogeneous quantum diffusion and decay of a meta-stable state ⋮ Stochastic resonance in bistable systems with nonlinear dissipation and multiplicative noise: a microscopic approach ⋮ The nonadditive entropy \(S_q\) and its applications in physics and elsewhere: some remarks ⋮ Multi-diffusive nonlinear Fokker–Planck equation ⋮ The transformation groupoid structure of the \(q\)-Gaussian family ⋮ Quasi-power laws in multiparticle production processes ⋮ Stochastic bifurcation in FitzHugh-Nagumo ensembles subjected to additive and/or multiplicative noises ⋮ Quantum state-dependent diffusion and multiplicative noise: A microscopic approach ⋮ From short to fat tails in financial markets: a unified description ⋮ A nonextensive approach to the dynamics of financial observables ⋮ On non-Gaussianity and dependence in financial time series: a nonextensive approach ⋮ A mechanism leading to \(q\)-power law distribution due to the inhomogeneity of phase space in the self-gravitational system ⋮ Temperature fluctuations of the cosmic microwave background radiation: a case of non-extensivity?

Cites Work

• Ito versus Stratonovich
• Power-law sensitivity to initial conditions---new entropic representation
• Generalization of Shannon’s theorem for Tsallis entropy
• Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
• Contributions to the Theory of Multiplicative Stochastic Processes
• Superdiffusion in decoupled continuous time random walks

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