Assessing black swan events with the stochastic least action principle, Tsallis entropy and heavy-tailed distribution

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorBufalo, Tatiana Cardoso e-
Autor(es): dc.creatorBufalo, R.-
Autor(es): dc.creatorFigueiredo, Lucas P. G. de-
Autor(es): dc.creatorWang, Qiuping A.-
Autor(es): dc.creatorAlves, Fabio Lucio-
Data de aceite: dc.date.accessioned2026-02-09T12:44:16Z-
Data de disponibilização: dc.date.available2026-02-09T12:44:16Z-
Data de envio: dc.date.issued2023-07-07-
Data de envio: dc.date.issued2023-07-07-
Data de envio: dc.date.issued2022-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/58081-
Fonte completa do material: dc.identifierhttps://link.springer.com/article/10.1140/epjp/s13360-023-03859-9-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1167273-
Descrição: dc.descriptionWe 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.-
Idioma: dc.languageen-
Publicador: dc.publisherSpringer-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceThe European Physical Journal Plus-
Palavras-chave: dc.subjectStochastic Least Action Principle-
Palavras-chave: dc.subjectTheory of black swan events-
Palavras-chave: dc.subjectTsallis entropy-
Título: dc.titleAssessing black swan events with the stochastic least action principle, Tsallis entropy and heavy-tailed distribution-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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