Statistical theory of self-similar time series as a nonextensive thermodynamic system

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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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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