In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a new index for the aerospace sector and we investigate the statistical characteristics of this index. Our results...

In this paper, we present further evidence, based on new data from the Large Scale Biosphere Atmosphere Experiment in Amazonia (LBA), that the generalized thermostatistics provides a simple and accurate framework for modeling the statistical behavior of fully developed turbulence.

A new formulation for eddy diffusivity is derived from Taylor's statistical theory on turbulence and from a generalized turbulent spectral equation for energy in the inertial subrange. The latter aspect is taken into account for considering the intermittency phenomenon within turbulence model....

In this paper, we present a new derivation of the H-theorem and the corresponding collisional equilibrium velocity distributions, within the framework of Tsallis’ nonextensive thermostatistics. Unlike previous works, in our derivation we do not assume any modification on the functional form of...

A new approach for eddy diffusivity and counter-gradient term in atmospheric turbulent fluxes is developed. This scheme is based on the Taylor statistical theory of turbulence and on a multifractal approach to the turbulent spectrum of energy. The non-extensive thermodynamics description is used...

In this paper, we present an algorithm based on the multi-wavelet transform and on the multitaper spectral and polarization methods to estimate polarization parameters of a non-stationary geomagnetic pulsations signals. Through the first right-singular vector and the singular values, obtained...

We investigate a statistical ensemble of daily returns of n equities traded in United States financial markets. For each trading day of our database, we study the ensemble return distribution. We find that a typical ensemble return distribution exists in most of the trading days 1 with the...

In this paper, we introduce a model of interbank trading with memory. The memory mechanism is used to introduce a proxy of trust in the model. The key idea is that a lender, having lent many times to a borrower in the past, is more likely to lend to that borrower again in the future than to...