Nonlinear statistical coupling

Kenric P. Nelson and Sabir Umarov

Physica A: Statistical Mechanics and its Applications, 2010, vol. 389, issue 11, 2157-2163

Abstract: By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q=1−q defined as the degree of nonlinear coupling between the statistical states. Positive values of Q have coupled statistical states, a larger entropy metric, and a maximum coupled-entropy distribution of compact-support coupled-Gaussians. Negative values of Q have decoupled statistical states and for −2Keywords: Nonlinear coupling; q-Gaussian; q-statistics; Multiplicative noise; Non-stationary stochastic processes (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:389:y:2010:i:11:p:2157-2163

DOI: 10.1016/j.physa.2010.01.044

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