In this paper we extend our recent results [P. Jizba, T. Arimitsu Physica A 340 (2004) 110] on q-nonextensive statistics with non-Tsallis entropies. In particular, we combine an axiomatics of Rényi with the q-deformed version of Khinchin axioms to obtain the entropy which accounts both for...

We fit the volatility fluctuations of the S&P 500 index well by a Chi distribution, and the distribution of log-returns by a corresponding superposition of Gaussian distributions. The Fourier transform of this is, remarkably, of the Tsallis type. An option pricing formula is derived from the...

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to...

In this paper, we quantify the statistical coherence between financial time series by means of the Rényi entropy. With the help of Campbell’s coding theorem, we show that the Rényi entropy selectively emphasizes only certain sectors of the underlying empirical distribution while strongly...

Within the formalism of non-equilibrium thermo field dynamics (NETFD), a derivation of basic equations is given in their most general and suitable forms to take into account the coarse graining in the kinetic region and in the fluid mechanical region. A new concept, called the connection of...

The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for the tail part of probability density function (PDF) and...

An analytical formula of the scaling exponents of velocity structure function for fully developed turbulence is derived, non-perturbatively, by assuming that its underlying statistics is the one based on the generalized measures of entropy, the Renyi entropy or the Havrda–Charvat–Tsallis...

An analytical formula for the probability density function (PDF) of the velocity fluctuation in fully-developed turbulence is derived, non-perturbatively, by assuming that its underlying statistics is the one based on the generalized measures of entropy, the Rényi entropy or the Tsallis...

The general scaling theory of transient phenomena near the instability point, which has been proposed by one of the present authors (M.S.), is applied to investigate the fluctuation and relaxation of superradiance near the complete inversion (or instability point). An exact solution for a simple...

After reviewing the real-time formalism of dissipative quantum field theory, i.e. non-equilibrium thermo field dynamics (NETFD), a kinetic equation, a self-consistent equation for the dissipation coefficient and a “mass” or “chemical potential” renormalization equation for...