Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2001-05-10
Physics
Condensed Matter
Statistical Mechanics
11 pages, LaTeX
Scientific paper
Within Tsallis' nonextensive statistics, a model is elaborated to address
self-similar time series as a thermodynamic system. Thermodynamic-type
characteristics relevant to temperature, pressure, entropy, internal and free
energies are introduced and tested. Stability conditions of time series
analysis are discussed in details on the basis of Van der Waals model.
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