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

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dc.creatorRamos, F. M.
dc.creatorNeto, C. Rodrigues
dc.creatorRosa, R. R.
dc.date2000-10-26
dc.date.accessioned2026-07-07T02:39:09Z
dc.date.available2026-07-07T02:39:09Z
dc.descriptionWe 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.
dc.description11 pages, 3 figures, 1 table
dc.identifierhttps://arxiv.org/abs/cond-mat/0010435
dc.identifierhttp://arxiv.org/abs/cond-mat/0010435
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/16943
dc.subjectCondensed Matter
dc.titleGeneralized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets
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