Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

Size limiting in Tsallis statistics

Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered an important property of these systems. In general, power law exists in the central part of the distribution. It has deviations from power law for very small and very large variable sizes. Tsallis, through non-extensive thermodynamics, explained power law distribution in many cases including deviation from the power law. In case of very large steps, the used the heuristic crossover approach. In the present we present an alternative model in which we consider that the entropy factor 9 decreases with variable size due to the softening of long range interactions or memory. We apply this model for distribution of citation index of scientists and examination scores and are able to explain the distribution for entire variable range. In the present model, we can have very sharp cut-off without interfering with power law in its central part as observed in many cases. (C) 2008 Elsevier B.V. All rights reserved.

Spectroscopy of InF3 based glasses containing a large amount of GdF3

Glass formation in the pseudo ternary system ZnF2-GdF3-BaF2-InF3 and other complex systems stabilized by NaF, CaF2, AlF3 and YF3 have been investigated. Samples with greater stability have been prepared and their properties measured. Optical absorption and emission spectra of Gd3+ ions doped glasses with 2, 4, 10 and 20% concentrations have been measured. Using the Judd-Ofelt theory and the experimental oscillator strengths, the Judd-Ofelt parameters have been calculated. The emission of Gd3+ ions from 6I and 6P has been detected and the lifetime has been measured.

Model for zinc oxide varistor

Zinc oxide varistors are very complex systems, and the dominant mechanism of voltage barrier formation in these systems has not been well established. Yet the MNDO quantum mechanical theoretical calculation was used in this work to determine the most probable defect type at the surface of a ZnO cluster. The proposed model represents well the semiconducting nature as well as the defects at the ZnO bulk and surface. The model also shows that the main adsorption species that provide stability at the ZnO surface are O-, O2 -, and O2.

Measuring the efficiency of outsourcing: An illustrative case study from the aerospace industry

Outsourcing is related to the action which an organization deals with its suppliers through a kind of business contract where a specific activity or service has been hired to be made. The outsourcing of some activities has become a common practice in the industry, nowadays. It reduces costs, significantly, in the production process and, at the same time, adds some values to the business organization. However it is necessary to measure the performance of these activities. Data Envelopment Analysis (DEA) is a non-parametric method useful to measure comparative performance. It has a wide range of applications measuring comparative efficiency. The Analytic Hierarchy Process (AHP) is a multiple criteria decision-making method that uses hierarchic structures to represent a decision problem and then develops priorities for the alternatives based on the decision-maker's judgments. This paper presents an integrated application based on DEA and AHP to evaluate the efficiency of subcontracted companies in a Brazilian aerospace factory. © 2007 Springer-Verlag London Limited.

iSPD: An iconic-based modeling simulator for distributed grids

Simulation of large and complex systems, such as computing grids, is a difficult task. Current simulators, despite providing accurate results, are significantly hard to use. They usually demand a strong knowledge of programming, what is not a standard pattern in today's users of grids and high performance computing. The need for computer expertise prevents these users from simulating how the environment will respond to their applications, what may imply in large loss of efficiency, wasting precious computational resources. In this paper we introduce iSPD, iconic Simulator of Parallel and Distributed Systems, which is a simulator where grid models are produced through an iconic interface. We describe the simulator and its intermediate model languages. Results presented here provide an insight in its easy-of-use and accuracy.

Análise da estabilidade a pequenas perturbações do sistema elétrico de potência considerando a atuação do TCSC e controladores suplementares de amortecimento: representação pelo modelo de sensibilidade de corrente

Pós-graduação em Engenharia Elétrica - FEIS

Influência relativa de parâmetros ambientais e espaciais na diversidade de anuros (Amphibia: Anura) dos Campos Gerais, Paraná, Brasil

Pós-graduação em Biologia Animal - IBILCE

Contribuições da conectância de rede e complexidade da dinâmica do sistema de trocas gasosas para a estabilidade na utilização de luz por espécies florestais

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Inovações tecnológicas e a complexidade do sistema econômico

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Detecção de falhas estruturais usando sensores e atuadores piezelétricos e algoritmos genéticos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Um estudo filosófico interdisciplinar do conceito de corpo

Pós-graduação em Filosofia - FFC

Estimativa do expoente de Hurst de séries temporais de chuvas do estado de São Paulo usando as transformadas de Fourier, Wavelets e análise R/S

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Distribuição de lei de potência gradualmente truncada aplicada na educação: vestibular da Academia da Força Aérea

Pós-graduação em Física - IGCE

O uso de wavelets na determinação do expoente de Hurst de uma série temporal diária de chuvas do município de Araras-SP de 1955-2000

Pós-graduação em Física - IGCE