Eastern Shona : a comparative dialect study

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

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

Markov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance

We show by explicit closed form calculations that a Hurst exponent H that is not 1/2 does not necessarily imply long time correlations like those found in fractional Brownian motion. We construct a large set of scaling solutions of Fokker-Planck partial differential equations where H is not 1/2. Thus Markov processes, which by construction have no long time correlations, can have H not equal to 1/2. If a Markov process scales with Hurst exponent H then it simply means that the process has nonstationary increments. For the scaling solutions, we show how to reduce the calculation of the probability density to a single integration once the diffusion coefficient D(x,t) is specified. As an example, we generate a class of student-t-like densities from the class of quadratic diffusion coefficients. Notably, the Tsallis density is one member of that large class. The Tsallis density is usually thought to result from a nonlinear diffusion equation, but instead we explicitly show that it follows from a Markov process generated by a linear Fokker-Planck equation, and therefore from a corresponding Langevin equation. Having a Tsallis density with H not equal to 1/2 therefore does not imply dynamics with correlated signals, e.g., like those of fractional Brownian motion. A short review of the requirements for fractional Brownian motion is given for clarity, and we explain why the usual simple argument that H unequal to 1/2 implies correlations fails for Markov processes with scaling solutions. Finally, we discuss the question of scaling of the full Green function g(x,t;x',t') of the Fokker-Planck pde.Comment: to appear in Physica

Statistical properties of a localization-delocalization transition induced by correlated disorder

The exact probability distributions of the resistance, the conductance and the transmission are calculated for the one-dimensional Anderson model with long-range correlated off-diagonal disorder at E=0. It is proved that despite of the Anderson transition in 3D, the functional form of the resistance (and its related variables) distribution function does not change when there exists a Metal-Insulator transition induced by correlation between disorders. Furthermore, we derive analytically all statistical moments of the resistance, the transmission and the Lyapunov Exponent. The growth rate of the average and typical resistance decreases when the Hurst exponent $H$ tends to its critical value ($H_{cr}=1/2$) from the insulating regime. In the metallic regime $H\geq1/2$, the distributions become independent of size. Therefore, the resistance and the transmission fluctuations do not diverge with system size in the thermodynamic limit

Nonextensive Entropies derived from Form Invariance of Pseudoadditivity

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

Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point toward nonextensive statistical mechanics (based on $S_q \equiv k [1-\int du [p(u)]^q]/[q-1]$, where the value of the entropic index $q\in\Re$ 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 $\dot{u}=f(u)+g(u)\xi(t)+\eta(t)$, where $\xi(t)$ and $\eta(t)$ are independent zero-mean Gaussian white noises with respective amplitudes $M$ and $A$. This leads to the Fokker-Planck equation $\partial_t P(u,t) = -\partial_u[f(u) P(u,t)] + M\partial_u\{g(u)\partial_u[g(u)P(u,t)]\} + A\partial_{uu}P(u,t)$. Whenever the deterministic drift is proportional to the noise induced one, i.e., $f(u) =-\tau g(u) g'(u)$, the stationary solution is shown to be $P(u, \infty) \propto \bigl\{1-(1-q) \beta [g(u)]^2 \bigr\}^{\frac{1}{1-q}}$ (with $q \equiv \frac{\tau + 3M}{\tau+M}$ and $\beta=\frac{\tau+M}{2A}$). This distribution is precisely the one optimizing $S_q$ with the constraint $_q \equiv \{\int du [g(u)]^2[P(u)]^q \}/ \{\int du [P(u)]^q \}=$constant. We also introduce and discuss various characterizations of the width of the distributions.Comment: 3 PS figure

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

The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$, $\theta$ and $\nu$ are real parameters. This equation unifies the anomalous diffusion equation on fractals ($\nu =1$) and the spherical anomalous diffusion for porous media ($\theta=0$). Exact point-source solution is obtained, enabling us to describe a large class of subdiffusion ($\theta > (1-\nu)d$), normal diffusion ($\theta= (1-\nu)d$) and superdiffusion ($\theta < (1-\nu)d$). 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

Some Open Points in Nonextensive Statistical Mechanics

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