Nonlinear statistical coupling
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2009
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| _version_ | 1866914167464656896 |
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| author | Nelson, Kenric P. Umarov, Sabir |
| author_facet | Nelson, Kenric P. Umarov, Sabir |
| contents | By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q = 1 - q defined as the degree of nonlinear coupling between the statistical states. Positive values of Q have coupled statistical states, a larger entropy metric, and a maximum coupled-entropy distribution of compact-support coupled-Gaussians. Negative values of Q have decoupled statistical states and for -2 < Q < 0 a maximum coupled-entropy distribution of heavy-tail coupled-Gaussians. The conjugate transformation between the heavy-tail and compact-support domains is shown to be -2Q/(2+Q) for coupled-Gaussian distributions. This conjugate relationship has been used to extend the generalized Fourier transform to the compact-support domain and to define a scale-invariant correlation structure with heavy-tail limit distribution. In the present paper, we show that the conjugate is a mapping between the source of nonlinearity in non-stationary stochastic processes and the nonlinear coupling which defines the coupled-Gaussian limit distribution. The effects of additive and multiplicative noise are shown to be separable into the coupled-variance and the coupling parameter Q, providing further evidence of the importance of the generalized moments. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_0912_0748 |
| institution | arXiv |
| publishDate | 2009 |
| record_format | arxiv |
| spellingShingle | Nonlinear statistical coupling Nelson, Kenric P. Umarov, Sabir Statistical Mechanics By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q = 1 - q defined as the degree of nonlinear coupling between the statistical states. Positive values of Q have coupled statistical states, a larger entropy metric, and a maximum coupled-entropy distribution of compact-support coupled-Gaussians. Negative values of Q have decoupled statistical states and for -2 < Q < 0 a maximum coupled-entropy distribution of heavy-tail coupled-Gaussians. The conjugate transformation between the heavy-tail and compact-support domains is shown to be -2Q/(2+Q) for coupled-Gaussian distributions. This conjugate relationship has been used to extend the generalized Fourier transform to the compact-support domain and to define a scale-invariant correlation structure with heavy-tail limit distribution. In the present paper, we show that the conjugate is a mapping between the source of nonlinearity in non-stationary stochastic processes and the nonlinear coupling which defines the coupled-Gaussian limit distribution. The effects of additive and multiplicative noise are shown to be separable into the coupled-variance and the coupling parameter Q, providing further evidence of the importance of the generalized moments. |
| title | Nonlinear statistical coupling |
| topic | Statistical Mechanics |
| url | https://arxiv.org/abs/0912.0748 |