期刊
ENTROPY
卷 19, 期 9, 页码 -出版社
MDPI
DOI: 10.3390/e19090457
关键词
economics and finance; nonadditive entropies; nonextensive statistical mechanics
资金
- CNPq
- FAPERJ
- John Templeton Foundation (U.S.)
The Boltzmann-Gibbs (BG) entropy and its associated statistical mechanics were generalized, three decades ago, on the basis of the nonadditive entropy S-q (q is an element of R), which recovers the BG entropy in the q -> 1 limit. The optimization of S-q under appropriate simple constraints straightforwardly yields the so-called q-exponential and q-Gaussian distributions, respectively generalizing the exponential and Gaussian ones, recovered for q = 1. These generalized functions ubiquitously emerge in complex systems, especially as economic and financial stylized features. These include price returns and volumes distributions, inter-occurrence times, characterization of wealth distributions and associated inequalities, among others. Here, we briefly review the basic concepts of this q-statistical generalization and focus on its rapidly growing applications in economics and
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据