IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v585y2022ics0378437121007007.html
   My bibliography  Save this article

Generalized Poisson ensemble

Author

Listed:
  • Xie, Rongrong
  • Deng, Shengfeng
  • Deng, Weibing
  • Pato, Mauricio P.

Abstract

A generalized Poisson ensemble is constructed using the maximum entropy principle based on the non-extensive entropy. It is found that the correlations which are introduced among the eigenvalues lead to statistical distributions with heavy tails. As a consequence, long-range statistics, measured by the number variance, show super-Poissonian behavior and the short-range ones, measured by the nearest-neighbor-distribution show, with respect to Poisson, enhancement at small and large separations. Potential applications were found for the sequence data of protein and DNA, which display good agreement with the model. In particular, the ensuing parameter λ of the generalized Poisson ensemble can be utilized to facilitate protein classification.

Suggested Citation

  • Xie, Rongrong & Deng, Shengfeng & Deng, Weibing & Pato, Mauricio P., 2022. "Generalized Poisson ensemble," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 585(C).
  • Handle: RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121007007
    DOI: 10.1016/j.physa.2021.126427
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437121007007
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2021.126427?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zoltan Eisler & Janos Kertesz, 2005. "Scaling theory of temporal correlations and size dependent fluctuations in the traded value of stocks," Papers physics/0510058, arXiv.org, revised May 2006.
    2. Buldyrev, S.V. & Dokholyan, N.V. & Goldberger, A.L. & Havlin, S. & Peng, C.-K. & Stanley, H.E. & Viswanathan, G.M., 1998. "Analysis of DNA sequences using methods of statistical physics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 249(1), pages 430-438.
    3. Akemann, G. & Fischmann, J. & Vivo, P., 2010. "Universal correlations and power-law tails in financial covariance matrices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(13), pages 2566-2579.
    4. Tsallis, Constantino & Mendes, RenioS. & Plastino, A.R., 1998. "The role of constraints within generalized nonextensive statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 261(3), pages 534-554.
    5. Deng, Weibing & Pato, Mauricio Porto, 2017. "Approaching word length distribution via level spectra," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 167-175.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Naif Alotaibi & A. S. Al-Moisheer & Ibrahim Elbatal & Mansour Shrahili & Mohammed Elgarhy & Ehab M. Almetwally, 2023. "Half Logistic Inverted Nadarajah–Haghighi Distribution under Ranked Set Sampling with Applications," Mathematics, MDPI, vol. 11(7), pages 1-32, April.
    2. Deeb, Omar El, 2023. "Entropic spatial auto-correlation of voter uncertainty and voter transitions in parliamentary elections," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 617(C).
    3. Ou, Congjie & Huang, Zhifu & Chen, Jincan & El Kaabouchi, A. & Nivanen, L. & Le Méhauté, A. & Wang, Qiuping A., 2009. "A basic problem in the correlations between statistics and thermodynamics," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2313-2318.
    4. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
    5. Alves, L.G.A. & Ribeiro, H.V. & Santos, M.A.F. & Mendes, R.S. & Lenzi, E.K., 2015. "Solutions for a q-generalized Schrödinger equation of entangled interacting particles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 35-44.
    6. Sidorov, S.P. & Faizliev, A.R. & Balash, V.A. & Korobov, E.A., 2016. "Long-range correlation analysis of economic news flow intensity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 205-212.
    7. Chołoniewski, Jan & Chmiel, Anna & Sienkiewicz, Julian & Hołyst, Janusz A. & Küster, Dennis & Kappas, Arvid, 2016. "Temporal Taylor’s scaling of facial electromyography and electrodermal activity in the course of emotional stimulation," Chaos, Solitons & Fractals, Elsevier, vol. 90(C), pages 91-100.
    8. Kozaki, M. & Sato, A.-H., 2008. "Application of the Beck model to stock markets: Value-at-Risk and portfolio risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1225-1246.
    9. Ou, Congjie & Chen, Jincan & Wang, Qiuping A., 2006. "Temperature definition and fundamental thermodynamic relations in incomplete statistics," Chaos, Solitons & Fractals, Elsevier, vol. 28(2), pages 518-521.
    10. Deng, Xinyang & Deng, Yong, 2014. "On the axiomatic requirement of range to measure uncertainty," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 163-168.
    11. Tsallis, Constantino & Borges, Ernesto P., 2023. "Time evolution of nonadditive entropies: The logistic map," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
    12. Kalamaras, N. & Philippopoulos, K. & Deligiorgi, D. & Tzanis, C.G. & Karvounis, G., 2017. "Multifractal scaling properties of daily air temperature time series," Chaos, Solitons & Fractals, Elsevier, vol. 98(C), pages 38-43.
    13. Aki-Hiro Sato & Takaki Hayashi & Janusz A. Ho{l}yst, 2012. "Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix," Papers 1204.0426, arXiv.org.
    14. Papapetrou, M. & Kugiumtzis, D., 2020. "Tsallis conditional mutual information in investigating long range correlation in symbol sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    15. Zozor, S. & Vignat, C., 2007. "On classes of non-Gaussian asymptotic minimizers in entropic uncertainty principles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 499-517.
    16. Naudts, Jan, 2004. "Generalized thermostatistics and mean-field theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 279-300.
    17. Liu, Yanxiu & Xu, Cheng & Huang, Zhifu & Lin, Bihong, 2017. "The internal energy expression of a long-range interaction complex system and its statistical physical properties," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 423-427.
    18. Dukkipati, Ambedkar & Bhatnagar, Shalabh & Murty, M. Narasimha, 2007. "On measure-theoretic aspects of nonextensive entropy functionals and corresponding maximum entropy prescriptions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 758-774.
    19. Nishiyama, Tomohiro, 2019. "L^p-norm inequality using q-moment and its applications," OSF Preprints 7yzvj, Center for Open Science.
    20. Takahashi, Taiki, 2009. "Tsallis’ non-extensive free energy as a subjective value of an uncertain reward," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(5), pages 715-719.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121007007. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.