arXiv subjects

C. Rodrigues Neto

Publications and source records attributed to C. Rodrigues Neto.

2 recordsLinked to original sources

arXiv2000

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

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.

cond-mat↗

arXiv1999

Intermittency and Nonextensivity in Turbulence and Financial Markets

We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency -- strong bursts in the energy dissipation or clusters of high price volatility -- and nonextensivity -- anomalous scaling of usually extensive properties like entropy -- are naturally linked by a single parameter q, from the nonextensive thermostatistics.

cond-mat↗