842 research outputs found

    Eastern Shona : a comparative dialect study

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    In this paper, the speech patterns of eleven individuals living in the Eastern half of Rhodesia are described and compared. Each individual was selected as being representative of a number of localities described in the map below. The first part of the paper is concerned with the abstraction of comparable linguistic units from the dialects. These units are abstracted at various levels of analysis and unit categories include phonemes, tonemes, morphophonemes, tonomorphemes and morphemes. Each unit category is described in relation to the general structural framework of the dialects established by a sentence analysis. The units so abstracted and described constitute the distinctive attributes of each dialect. In part two the dialects are compared and classified by computer according to their correspondence to approximately one thousand selected properties

    Microscopic dynamics underlying the anomalous diffusion

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    The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347 (1995)]. The scope of the present paper is twofold. Firstly we show that this distribution can be obtained also as solution of the non-linear porous media equation. Secondly we prove that the time dependent Tsallis distribution can be obtained also as solution of a linear FP equation [G. Kaniadakis and P. Quarati, Physica A, 237, 229 (1997)] with coefficients depending on the velocity, that describes a generalized Brownian motion. This linear FP equation is shown to arise from a microscopic dynamics governed by a standard Langevin equation in presence of multiplicative noise.Comment: 4 pag. - no figures. To appear on Phys. Rev. E 62, September 200

    Nonextensive Entropies derived from Form Invariance of Pseudoadditivity

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    The form invariance of pseudoadditivity is shown to determine the structure of nonextensive entropies. Nonextensive entropy is defined as the appropriate expectation value of nonextensive information content, similar to the definition of Shannon entropy. Information content in a nonextensive system is obtained uniquely from generalized axioms by replacing the usual additivity with pseudoadditivity. The satisfaction of the form invariance of the pseudoadditivity of nonextensive entropy and its information content is found to require the normalization of nonextensive entropies. The proposed principle requires the same normalization as that derived in [A.K. Rajagopal and S. Abe, Phys. Rev. Lett. {\bf 83}, 1711 (1999)], but is simpler and establishes a basis for the systematic definition of various entropies in nonextensive systems.Comment: 16 pages, accepted for publication in Physical Review

    Nonlinear equation for anomalous diffusion: unified power-law and stretched exponential exact solution

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    The nonlinear diffusion equation ρt=DΔ~ρν\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu is analyzed here, where Δ~1rd1rrd1θr\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}, and dd, θ\theta and ν\nu are real parameters. This equation unifies the anomalous diffusion equation on fractals (ν=1\nu =1) and the spherical anomalous diffusion for porous media (θ=0\theta=0). Exact point-source solution is obtained, enabling us to describe a large class of subdiffusion (θ>(1ν)d\theta > (1-\nu)d), normal diffusion (θ=(1ν)d\theta= (1-\nu)d) and superdiffusion (θ<(1ν)d\theta < (1-\nu)d). Furthermore, a thermostatistical basis for this solution is given from the maximum entropic principle applied to the Tsallis entropy.Comment: 3 pages, 2 eps figure

    Option Pricing Formulas based on a non-Gaussian Stock Price Model

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    Options are financial instruments that depend on the underlying stock. We explain their non-Gaussian fluctuations using the nonextensive thermodynamics parameter qq. A generalized form of the Black-Scholes (B-S) partial differential equation, and some closed-form solutions are obtained. The standard B-S equation (q=1q=1) which is used by economists to calculate option prices requires multiple values of the stock volatility (known as the volatility smile). Using q=1.5q=1.5 which well models the empirical distribution of returns, we get a good description of option prices using a single volatility.Comment: final version (published

    Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

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    A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on S1kdup(u)lnp(u)S_1\equiv -k \int du p(u) \ln p(u)). Similarly, other classes of models point toward nonextensive statistical mechanics (based on Sqk[1du[p(u)]q]/[q1]S_q \equiv k [1-\int du [p(u)]^q]/[q-1], where the value of the entropic index qq\in\Re depends on the specific model). We show here a family of models, with multiplicative noise, which belongs to the nonextensive class. More specifically, we consider Langevin equations of the type u˙=f(u)+g(u)ξ(t)+η(t)\dot{u}=f(u)+g(u)\xi(t)+\eta(t), where ξ(t)\xi(t) and η(t)\eta(t) are independent zero-mean Gaussian white noises with respective amplitudes MM and AA. This leads to the Fokker-Planck equation tP(u,t)=u[f(u)P(u,t)]+Mu{g(u)u[g(u)P(u,t)]}+AuuP(u,t)\partial_t P(u,t) = -\partial_u[f(u) P(u,t)] + M\partial_u\{g(u)\partial_u[g(u)P(u,t)]\} + A\partial_{uu}P(u,t). Whenever the deterministic drift is proportional to the noise induced one, i.e., f(u)=τg(u)g(u)f(u) =-\tau g(u) g'(u), the stationary solution is shown to be P(u,){1(1q)β[g(u)]2}11qP(u, \infty) \propto \bigl\{1-(1-q) \beta [g(u)]^2 \bigr\}^{\frac{1}{1-q}} (with qτ+3Mτ+Mq \equiv \frac{\tau + 3M}{\tau+M} and β=τ+M2A\beta=\frac{\tau+M}{2A}). This distribution is precisely the one optimizing SqS_q with the constraint q{du[g(u)]2[P(u)]q}/{du[P(u)]q}=_q \equiv \{\int du [g(u)]^2[P(u)]^q \}/ \{\int du [P(u)]^q \}= constant. We also introduce and discuss various characterizations of the width of the distributions.Comment: 3 PS figure

    Anomalous diffusion and Tsallis statistics in an optical lattice

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    We point out a connection between anomalous quantum transport in an optical lattice and Tsallis' generalized thermostatistics. Specifically, we show that the momentum equation for the semiclassical Wigner function that describes atomic motion in the optical potential, belongs to a class of transport equations recently studied by Borland [PLA 245, 67 (1998)]. The important property of these ordinary linear Fokker--Planck equations is that their stationary solutions are exactly given by Tsallis distributions. Dissipative optical lattices are therefore new systems in which Tsallis statistics can be experimentally studied.Comment: 4 pages, 1 figur

    Some Open Points in Nonextensive Statistical Mechanics

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    We present and discuss a list of some interesting points that are currently open in nonextensive statistical mechanics. Their analytical, numerical, experimental or observational advancement would naturally be very welcome.Comment: 30 pages including 6 figures. Invited paper to appear in the International Journal of Bifurcation and Chao

    Nonlinear anomalous diffusion equation and fractal dimension: Exact generalized gaussian solution

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    In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the NN-dimensional nonlinear diffusion equation ρ/t=(Kρν)(μFρ)αρ,\partial\rho /\partial{t}={\bf \nabla} \cdot (K{\bf \nabla} \rho^{\nu})-{\bf \nabla}\cdot(\mu{\bf F} \rho)-\alpha \rho , where K=DrθK=D r^{-\theta}, ν\nu, θ\theta, μ\mu and DD are real parameters and α\alpha is a time-dependent source. This equation unifies the O'Shaugnessy-Procaccia anomalous diffusion equation on fractals (ν=1\nu =1) and the spherical anomalous diffusion for porous media (θ=0\theta=0). An exact spherical symmetric solution of this nonlinear Fokker-Planck equation is obtained, leading to a large class of anomalous behaviors. Stationary solutions for this Fokker-Planck-like equation are also discussed by introducing an effective potential.Comment: Latex, 6 pages. To appear in Phys. Rev.

    Quantum entanglement inferred by the principle of maximum Tsallis entropy

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    The problem of quantum state inference and the concept of quantum entanglement are studied using a non-additive measure in the form of Tsallis entropy indexed by the positive parameter q. The maximum entropy principle associated with this entropy along with its thermodynamic interpretation are discussed in detail for the Einstein-Podolosky-Rosen pair of two spin-1/2 particles. Given the data on the Bell-Clauser-Horne-Shimony-Holt observable, the analytic expression is given for the inferred quantum entangled state. It is shown that for q greater than unity, indicating the sub-additive feature of the Tsalls entropy, the entangled region is small and enlarges as one goes into super-additive regime where q is less than unity. It is also shown that quantum entanglement can be quantified by the generalized Kullback-Leibler entropy.Comment: 15 pages, 1 figur
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