1999
DOI: 10.1103/physreve.60.2398
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Nonextensive foundation of Lévy distributions

Abstract: A deep connection between the ubiquity of Lévy distributions in nature and the nonextensive thermal statistics introduced a decade ago has been established recently ͓Tsallis et al., Phys. Rev. Lett. 75, 3589 ͑1995͔͒, by using unnormalized q-expectation values. It has just been argued on physical grounds that normalized q-expectation values should be used instead. We revisit, within this more appropriate scheme, the Lévy problem and verify that the relevant analytic results become sensibly simplified, whereas t… Show more

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Cited by 175 publications
(149 citation statements)
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“…Although, the PDFs have been studied before in Ref. 31,32 we show the PDFs and fits to the analytically found PDFs for completeness and for reference during the q-entropy study. Thus, we will now focus on solving Eq.…”
Section: Numerical Solutions To the Fractional Fokker-planck Equmentioning
confidence: 99%
“…Although, the PDFs have been studied before in Ref. 31,32 we show the PDFs and fits to the analytically found PDFs for completeness and for reference during the q-entropy study. Thus, we will now focus on solving Eq.…”
Section: Numerical Solutions To the Fractional Fokker-planck Equmentioning
confidence: 99%
“…For example, x may be associated with a single jump length of a free Brownian particle [10,39] so that p(x) stands for a single jump length distribution. Optimizing S[p(x)] with additional constraints imposed on p(x)…”
Section: Lévy Noises and Tsallis Thermodynamicsmentioning
confidence: 99%
“…Tsallis showed [9,10] that such probability distributions correspond with Lévy α-stable distributions (α ∈ 0, 2 ) where…”
Section: Introductionmentioning
confidence: 99%