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Generalized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets

F. M. Ramos·C. Rodrigues Neto·R. R. Rosa
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Abstract

We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the formalism of Tsallis' generalized non-extensive thermostatistics. Within this framework, we show that intermittency and non-extensivity are naturally linked by the entropic parameter q. Our results, concerning both probability density functions and structure functions exponents are in very good agreement with experimental data.

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F. M. Ramos, C. Rodrigues Neto, R. R. Rosa. 2000-10-26. Generalized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets. https://arxiv.org/abs/cond-mat/0010435

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