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Universality of non-extensive Tsallis statistics and time series analysis: theory and applications. (English) Zbl 1395.82124

Summary: We investigate Tsallis \(q\)-statistics for various complex physical systems. In particular, the Tsallis \(q\)-triplet is estimated for space plasmas, atmospheric dynamics, seismicity, and brain and cardiac activity. Remarkable agreement between theoretical Tsallis predictions and experimental estimations was observed in all cases. We also present theoretical extensions of Tsallis \(q\)-statistics for intermittent turbulence theory, non-equilibrium statistics, and fractal extension of dynamics.

MSC:

82C05 Classical dynamic and nonequilibrium statistical mechanics (general)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62B10 Statistical aspects of information-theoretic topics
60K40 Other physical applications of random processes
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References:

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