Probability distributions extremizing the nonadditive entropy S(δ) and stationary states of the corresponding nonlinear Fokker-Planck equation.

Under the assumption that the physically appropriate entropy of generic complex systems satisfies thermodynamic extensivity, we investigate the recently introduced entropy S(δ) (which recovers the usual Boltzmann-Gibbs form for δ=1) and establish the microcanonical and canonical extremizing distributions. Using a generalized version of the H theorem, we find the nonlinear Fokker-Planck equation associated with that entropic functional and calculate the stationary-state probability distributions. We demonstrate that both approaches yield one and the same equation, which in turn uniquely determines the probability distribution. We show that the equilibrium distributions asymptotically behave like stretched exponentials, and that, in appropriate probability-energy variables, an interesting return occurs at δ=4/3. As a mathematically simple illustration, we consider the one-dimensional harmonic oscillator and calculate the generalized chemical potential for different values of δ.

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