Intermittency and Nonextensivity in Turbulence and Financial Markets

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dc.creatorRamos, F. M.
dc.creatorNeto, C. Rodrigues
dc.creatorRosa, R. R.
dc.date1999-07-22
dc.date1999-07-23
dc.date.accessioned2026-07-07T03:13:58Z
dc.date.available2026-07-07T03:13:58Z
dc.descriptionWe 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.
dc.descriptionLaTex file + 3 postscript figures, 9 pages, submitted to Europhysics Letters
dc.identifierhttps://arxiv.org/abs/cond-mat/9907348
dc.identifierhttp://arxiv.org/abs/cond-mat/9907348
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/29508
dc.subjectCondensed Matter
dc.titleIntermittency and Nonextensivity in Turbulence and Financial Markets
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