Tsallis Statistics
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Tsallis Statistics
The term Tsallis statistics usually refers to the collection of mathematical functions and associated probability distributions that were originated by Constantino Tsallis. Using that collection, it is possible to derive Tsallis distributions from the optimization of the Tsallis entropic form. A continuous real parameter ''q'' can be used to adjust the distributions, so that distributions which have properties intermediate to that of Gaussian and Lévy distributions can be created. The parameter ''q'' represents the degree of non- extensivity of the distribution. Tsallis statistics are useful for characterising complex, anomalous diffusion. Tsallis functions The ''q''-deformed exponential and logarithmic functions were first introduced in Tsallis statistics in 1994. However, the ''q''-deformation is the Box–Cox transformation for q=1-\lambda, proposed by George Box and David Cox in 1964. ''q''-exponential The ''q''-exponential is a deformation of the exponential function using ...
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Constantino Tsallis
Constantino Tsallis (; el, Κωνσταντίνος Τσάλλης ; born 4 November 1943) is a naturalized Brazilian physicist of Greek descent, working in Rio de Janeiro at Centro Brasileiro de Pesquisas Físicas (CBPF), Brazil. Biography Tsallis was born in Greece, and grew up in Argentina, where he studied physics at Instituto Balseiro, in Bariloche. In 1974, he received a ''Doctorat d'État ès Sciences Physiques'' degree from the University of Paris-Sud. He moved to Brazil in 1975 with his wife and daughter. Tsallis is an External Professor of the Santa Fe Institute. In 2011 he gave a talk ''From Nonlinear Statistical Mechanics to Nonlinear Quantum Mechanics — Concepts and Applications'' at the international symposium on subnuclear physics held in Vatican City. Research Tsallis is credited with introducing the notion of what is known as Tsallis entropy and Tsallis statistics in his 1988 paper "Possible generalization of Boltzmann–Gibbs statistics" published in the '' ...
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David Cox (statistician)
Sir David Roxbee Cox (15 July 1924 – 18 January 2022) was a British statistician and educator. His wide-ranging contributions to the field of statistics included introducing logistic regression, the proportional hazards model and the Cox process, a point process named after him. He was a professor of statistics at Birkbeck College, London, Imperial College London and the University of Oxford, and served as Warden of Nuffield College, Oxford. The first recipient of the International Prize in Statistics, he also received the Guy, George Box and Copley medals, as well as a knighthood. Early life Cox was born in Birmingham on 15 July 1924. His father was a die sinker and part-owner of a jewellery shop, and they lived near the Jewellery Quarter. The aeronautical engineer Harold Roxbee Cox was a distant cousin. He attended Handsworth Grammar School, Birmingham. He received a Master of Arts in mathematics at St John's College, Cambridge, and obtained his PhD from the Universi ...
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Q-exponential Distribution
The ''q''-exponential distribution is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints, including constraining the domain to be positive. It is one example of a Tsallis distribution. The ''q''-exponential is a generalization of the exponential distribution in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. The exponential distribution is recovered as q \rightarrow 1. Originally proposed by the statisticians George Box and David Cox in 1964, and known as the reverse Box–Cox transformation for q=1-\lambda, a particular case of power transform in statistics. Characterization Probability density function The ''q''-exponential distribution has the probability density function :(2-q) \lambda e_q(-\lambda x) where :e_q(x) = +(1-q)x is the ''q''-exponential if . When , ''e''''q''(x) is just exp(''x''). Derivation In a similar procedure to how the exp ...
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Q-Gaussian
The ''q''-Gaussian is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints. It is one example of a Tsallis distribution. The ''q''-Gaussian is a generalization of the Gaussian in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. The normal distribution is recovered as ''q'' → 1. The ''q''-Gaussian has been applied to problems in the fields of statistical mechanics, geology, anatomy, astronomy, economics, finance, and machine learning. The distribution is often favored for its heavy tails in comparison to the Gaussian for 1 < ''q'' < 3. For q <1 the ''q''-Gaussian distribution is the PDF of a bounded . This makes in biology and other domains the ''q''-Gaussian distribution more suitable than ...
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Function Of Inverse
Function or functionality may refer to: Computing * Function key, a type of key on computer keyboards * Function model, a structured representation of processes in a system * Function object or functor or functionoid, a concept of object-oriented programming * Function (computer programming), or subroutine, a sequence of instructions within a larger computer program Music * Function (music), a relationship of a chord to a tonal centre * Function (musician) (born 1973), David Charles Sumner, American techno DJ and producer * "Function" (song), a 2012 song by American rapper E-40 featuring YG, Iamsu! & Problem * "Function", song by Dana Kletter from '' Boneyard Beach'' 1995 Other uses * Function (biology), the effect of an activity or process * Function (engineering), a specific action that a system can perform * Function (language), a way of achieving an aim using language * Function (mathematics), a relation that associates an input to a single output * Function (so ...
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Logarithm
In mathematics, the logarithm is the inverse function to exponentiation. That means the logarithm of a number  to the base  is the exponent to which must be raised, to produce . For example, since , the ''logarithm base'' 10 of is , or . The logarithm of to ''base''  is denoted as , or without parentheses, , or even without the explicit base, , when no confusion is possible, or when the base does not matter such as in big O notation. The logarithm base is called the decimal or common logarithm and is commonly used in science and engineering. The natural logarithm has the number  as its base; its use is widespread in mathematics and physics, because of its very simple derivative. The binary logarithm uses base and is frequently used in computer science. Logarithms were introduced by John Napier in 1614 as a means of simplifying calculations. They were rapidly adopted by navigators, scientists, engineers, surveyors and others to perform high-a ...
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Q-exponential
In combinatorial mathematics, a ''q''-exponential is a ''q''-analog of the exponential function, namely the eigenfunction of a ''q''-derivative. There are many ''q''-derivatives, for example, the classical ''q''-derivative, the Askey-Wilson operator, etc. Therefore, unlike the classical exponentials, ''q''-exponentials are not unique. For example, e_q(z) is the ''q''-exponential corresponding to the classical ''q''-derivative while \mathcal_q(z) are eigenfunctions of the Askey-Wilson operators. Definition The ''q''-exponential e_q(z) is defined as :e_q(z)= \sum_^\infty \frac = \sum_^\infty \frac = \sum_^\infty z^n\frac where _q is the ''q''-factorial and :(q;q)_n=(1-q^n)(1-q^)\cdots (1-q) is the ''q''-Pochhammer symbol. That this is the ''q''-analog of the exponential follows from the property :\left(\frac\right)_q e_q(z) = e_q(z) where the derivative on the left is the ''q''-derivative. The above is easily verified by considering the ''q''-derivative of the mo ...
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Exponential Function
The exponential function is a mathematical function denoted by f(x)=\exp(x) or e^x (where the argument is written as an exponent). Unless otherwise specified, the term generally refers to the positive-valued function of a real variable, although it can be extended to the complex numbers or generalized to other mathematical objects like matrices or Lie algebras. The exponential function originated from the notion of exponentiation (repeated multiplication), but modern definitions (there are several equivalent characterizations) allow it to be rigorously extended to all real arguments, including irrational numbers. Its ubiquitous occurrence in pure and applied mathematics led mathematician Walter Rudin to opine that the exponential function is "the most important function in mathematics". The exponential function satisfies the exponentiation identity e^ = e^x e^y \text x,y\in\mathbb, which, along with the definition e = \exp(1), shows that e^n=\underbrace_ for positive i ...
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George Box
George Edward Pelham Box (18 October 1919 – 28 March 2013) was a British statistician, who worked in the areas of quality control, time-series analysis, design of experiments, and Bayesian inference. He has been called "one of the great statistical minds of the 20th century". Education and early life He was born in Gravesend, Kent, England. Upon entering university he began to study chemistry, but was called up for service before finishing. During World War II, he performed experiments for the British Army exposing small animals to poison gas. To analyze the results of his experiments, he taught himself statistics from available texts. After the war, he enrolled at University College London and obtained a bachelor's degree in mathematics and statistics. He received a PhD from the University of London in 1953, under the supervision of Egon Pearson. Career and research From 1948 to 1956, Box worked as a statistician for Imperial Chemical Industries (ICI). Wh ...
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Tsallis Distribution
In statistics, a Tsallis distribution is a probability distribution derived from the maximization of the Tsallis entropy under appropriate constraints. There are several different families of Tsallis distributions, yet different sources may reference an individual family as "the Tsallis distribution". The q-Gaussian is a generalization of the Gaussian in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. Similarly, if the domain of the variable is constrained to be positive in the maximum entropy procedure, the q-exponential distribution is derived. The Tsallis distributions have been applied to problems in the fields of statistical mechanics, geology, anatomy, astronomy, economics, finance, and machine learning. The distributions are often used for their heavy tails. Note that Tsallis distributions are obtained as Box–Cox transformation over usual distributions, with deformation parameter \lambda=1-q. This deformati ...
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Box–Cox Transformation
In statistics, a power transform is a family of functions applied to create a monotonic transformation of data using power functions. It is a data transformation technique used to stabilize variance, make the data more normal distribution-like, improve the validity of measures of association (such as the Pearson correlation between variables), and for other data stabilization procedures. Power transforms are used in multiple fields, including multi-resolution and wavelet analysis, statistical data analysis, medical research, modeling of physical processes, geochemical data analysis, epidemiology and many other clinical, environmental and social research areas. Definition The power transformation is defined as a continuously varying function, with respect to the power parameter ''λ'', in a piece-wise function form that makes it continuous at the point of singularity (''λ'' = 0). For data vectors (''y''1,..., ''y''''n'') in which each ''y''''i'' > 0, th ...
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Anomalous Diffusion
Anomalous diffusion is a diffusion process with a non-linear relationship between the mean squared displacement (MSD), \langle r^(\tau )\rangle , and time. This behavior is in stark contrast to Brownian motion, the typical diffusion process described by Einstein and Smoluchowski, where the MSD is linear in time (namely, \langle r^(\tau )\rangle =2dD\tau with ''d'' being the number of dimensions and ''D'' the diffusion coefficient). Examples of anomalous diffusion in nature have been observed in biology in the cell nucleus, plasma membrane and cytoplasm. Unlike typical diffusion, anomalous diffusion is described by a power law, \langle r^(\tau )\rangle =K_\alpha\tau^\alphawhere K_\alpha is the so-called generalized diffusion coefficient and \tau is the elapsed time. In Brownian motion, α = 1. If α > 1, the process is superdiffusive. Superdiffusion can be the result of active cellular transport processes or due to jumps with a heavy-tail distribution. If α < 1, the par ...
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