Use este identificador para citar ou linkar para este item: http://repositorio.ufla.br/jspui/handle/1/58081
Título: Assessing black swan events with the stochastic least action principle, Tsallis entropy and heavy-tailed distribution
Palavras-chave: Stochastic Least Action Principle
Theory of black swan events
Tsallis entropy
Data do documento: 2023
Editor: Springer
Citação: BUFALO, T. C. e et al. Assessing black swan events with the stochastic least action principle, Tsallis entropy and heavy-tailed distribution. The European Physical Journal Plus, [S.l.], v. 138, 2023.
Resumo: We present a formulation of the Stochastic Least Action Principle which encompasses random movements describing black swan events of non-dissipative systems in terms of heavy-tailed distributions. Black swan events are rare and drastic episodes such as earthquakes and financial crisis. We showed that black swan events of physical systems are proportional to nonlocal correlations, thus making the Tsallis entropy more appropriate for its description rather than the conventional Shannon-Boltzman-Gibbs entropy. As a consequence, we assessed the validity of the path probability distribution obtained using the non-additive Tsallis entropy.
URI: https://link.springer.com/article/10.1140/epjp/s13360-023-03859-9
http://repositorio.ufla.br/jspui/handle/1/58081
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