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Nonextensive thermostatistics description of intermittency in turbulence and financial markets

✍ Scribed by Fernando M. Ramos; Reinaldo R. Rosa; Camilo Rodrigues Neto; Mauricio J.A. Bolzan; Leonardo D. Abren Sá

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
403 KB
Volume
47
Category
Article
ISSN
0362-546X

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The phenomenology of velocity statistics in turbulent flows, up to now, relates to different models dealing with either signed or unsigned longitudinal velocity increments, with either inertial or dissipative fluctuations. In this paper, we are concerned with the complete probability density functio