In this paper, we present further evidence, based on new data from the Large Scale Biosphere Atmosphere Experiment in Amazonia (LBA), that the generalized thermostatistics provides a simple and accurate framework for modeling the statistical behavior of fully developed turbulence.

A new formulation for eddy diffusivity is derived from Taylor's statistical theory on turbulence and from a generalized turbulent spectral equation for energy in the inertial subrange. The latter aspect is taken into account for considering the intermittency phenomenon within turbulence model....

In this paper, we present a new derivation of the H-theorem and the corresponding collisional equilibrium velocity distributions, within the framework of Tsallis’ nonextensive thermostatistics. Unlike previous works, in our derivation we do not assume any modification on the functional form of...

A new approach for eddy diffusivity and counter-gradient term in atmospheric turbulent fluxes is developed. This scheme is based on the Taylor statistical theory of turbulence and on a multifractal approach to the turbulent spectrum of energy. The non-extensive thermodynamics description is used...

In this paper, we present an algorithm based on the multi-wavelet transform and on the multitaper spectral and polarization methods to estimate polarization parameters of a non-stationary geomagnetic pulsations signals. Through the first right-singular vector and the singular values, obtained...

We compare our results on empirical analysis of financial data with simulations of two stochastic models of the dynamics of stock market prices. The two models are (i) the truncated Lévy flight recently introduced by us and (ii) the ARCH(1) and GARCH(1,1) processes. We find that the TLF well...

We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that statistical properties of financial time series are rather complex under several ways. Specifically, they are...

We study the development of an emerging market – the Budapest Stock Exchange – by investigating the time evolution of some statistical properties of heavily traded stocks. Moving quarter by quarter over a period of two and a half years we analyze the scaling properties of the standard...

We study the price dynamics of stocks traded in the NASDAQ market by considering the statistical properties of an ensemble of stocks traded simultaneously. For each trading day of our database, we study the ensemble return distribution by extracting its first two central moments. According to...