搜索结果: 1-15 共查到“Tsallis”相关记录16条 . 查询时间(0.046 秒)
基于Tsallis分布及跳扩散过程的欧式期权定价
Tsallis熵 期权定价 跳 反常扩散
2015/7/27
准确描述资产价格的运行规律是进行衍生产品定价及风险控制的基础。受金融市场外部环境的影响,资产收益率常常具有尖峰厚尾和偏尾的现象,为了准确地描述资产价格的运动规律,本文利用具有长程记忆及统计反馈性质的Tsallis熵分布和一类更新过程,建立了跳-反常扩散的股票价格运动模型。利用随机微分和鞅方法,在风险中性的条件下,得到了欧式期权的定价公式,该公式推广了文献11和21的相应结论。最后,利用上证指数数据...
针对小波域SAR图像分割结果粗糙及运算速度低的不足，本文提出一种基于非下采样Contourlet变换(NSCT)和混沌粒子群优化(CPSO)的最大Tsallis熵的SAR图像快速分割方法。首先，利用NSCT提取SAR图像的概貌和细节信息，并建立相应的概貌-细节灰度级矩阵模型；然后，利用Tent映射CPSO算法搜索最优阈值，并提出递推算法大大减少迭代过程中适应度函数的重复计算。实验结果表明，与小波域...
The Tsallis Distribution and Transverse Momentum Distributions in High-Energy Physics
Tsallis Thermodynamics Consistency Heavy Ions
2011/7/21
The Tsallis distribution has been used recently to fit the transverse momentum distributions of identified particles by the STAR collaboration \cite{Abelev:2006cs} at the Relativistic Heavy Ion Collid...
We give here direct proof of a recent conjecture of Jauregui and Tsallis about a new representation of Dirac’s delta distribution by means of q-exponentials. The proof is based in the use of tempered ...
Environmental effects on the $x^{4}$ model in Tsallis statistics
Non-extensive statistics Squeezing x4 model
2010/11/17
The author studied the effects of the environment described by Tsallis statistics in quantum
mechanics, when the deviation from Boltzmann-Gibbs (BG) statistics is small. The x4 model was used and the...
二维直方图θ-划分Tsallis熵阈值分割算法
图像处理 阈值分割 二维直方图区域θ-划分 Tsallis熵 递推算法
2013/8/22
鉴于常用二维直方图区域直分法存在错分，最近提出的斜分法不具普遍性，而Tsallis熵与传统的Shannon熵相比，具有普适性且更为有效，本文提出了适用面更广的基于二维直方图θ-划分和最大Tsallis熵的图像阈值分割算法。首先给出了二维直方图θ-划分方法，采用四条平行斜线及一条法线与灰度级轴成θ角的直线划分二维直方图区域，按灰度级和邻域平均灰度级的加权和进行阈值分割，斜分法可视为该方法中θ=45o...
Functional background of the Tsallis entropy:coarse-grained systems and kappa distribution functions
Functional background Tsallis entropy coarse-grained systems kappa distribution functions
2009/11/13
The concept of the generalized entropy is analyzed, with the particular attention to the definition postulated by Tsallis [J. Stat. Phys. 52, 479 (1988)]. We show that the Tsallis entropy can be rigor...
Tsallis and Levy statistics in the preparation of an earthquake
Tsallis Levy statistics preparation of an earthquake
2009/10/30
Precursory fracture induced electromagnetic (EM) emissions, rooted in opening cracks and ranging from MHz to kHz, with the MHz appearing earlier, are produced and detected both at laboratory and geoph...
Symbolic sequences and Tsallis entropy
Symbolic sequences Long-range correlations Tsallis entropy Non-usual diffusion
2010/7/5
We address this work to investigate symbolic sequences with long-range correlations by using computational simulation. We analyze sequences with two, three and four symbols that could be repeated l ti...
Tsallis scaling in the long-range Ising chain with competitive interactions
Competitive interactions Long-range Ising chain
2010/7/5
A numerically efficient transfer matrix approach is used to investigate the validity of the Tsallis scaling hypothesis in the long-range Ising spin chain with competitive interactions. In this model, ...
Shannon, Levy, and Tsallis: A note
Shannon entropy Gibbs extensive entropy Havrda-Charvat structural α-entropy
2010/9/13
The Tsallis nonextensive entropy of the statistical physics literature exactly matches the
previously defined Havrda-Charvat structural α-entropy of information theory. We offer
three novel results ...
Matrix Trace Inequalities on the Tsallis Entropies
Matrix trace inequality Tsallis entropy Tsallis relative entropy and maximum entropy principle
2008/6/30
Maximum entropy principles in nonextensive statistical physics are revisited as an application of the Tsallis relative entropy defined for non-negative matrices in the framework of matrix analysis. In...
一种新的基于二维Tsallis熵的阈值方法
Tsallis 二维直方图 图像分割 阈值 粒子群优化（PSO）
2008/5/12
Tsallis熵首先出现在统计力学中。对于呈现远距离交互,长时间记忆以及具有不规则结构的物理系统来说,它的表达式中引入了一个实数q作为参数。在利用图像像素的灰度值和像素的邻域平均灰度值建立的二维直方图的基础上,提出了基于二维Tsallis熵的阈值方法;同时为解决计算复杂度高、运算时间长这一缺点,利用群体智能中的粒子群优化（PSO）算法来优化搜索分割阈值（t,s）的过程,其中t和s分别是图像的像素灰...
Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions
Maximum Likelihood Estimation q-Exponential (Tsallis) Distributions
2010/4/26
This expository note describes how to apply the method of maximum likelihood to estimate the
parameters of the “q-exponential” distributions introduced by Tsallis and collaborators. It also describes...