Effective temperature of self-similar time series
Within slightly non-extensive statistics and the related numerical model, a picture is elaborated to treat self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and tested. The...
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут фізики конденсованих систем НАН України
2005
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| Schriftenreihe: | Condensed Matter Physics |
| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/121050 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Effective temperature of self-similar time series / A. Olemskoi, S. Kokhan // Condensed Matter Physics. — 2005. — Т. 8, № 4(44). — С. 761–772. — Бібліогр.: 10 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | Within slightly non-extensive statistics and the related numerical model, a
picture is elaborated to treat self-similar time series as a thermodynamic
system. Thermodynamic-type characteristics relevant to temperature,
pressure, entropy, internal and free energies are introduced and tested.
The statistics developed is shown to be governed by the effective temperature
being exponential measure of the fractal dimension of the time series.
Testing of the analytical consideration is based on the numerical scheme
of non-extensive random walk. Effective temperature is found numerically
to show that its value is reduced to averaged energy per one degree of
freedom. |
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