I. Nonextensive Statistical Mechanics and Thermodynamics: Historical Background and Present Status

The domain of validity of standard thermodynamics and Boltzmann-Gibbs statistical mechanics is focused on along a historical perspective. It is then formally enlarged in order to hopefully cover a variety of anomalous systems. The generalization concerns nonextensive systems, where nonextensivity is understood in the thermodynamical sense. This generalization was first proposed in 1988 inspired by the probabilistic description of multifractal geometry, and has been intensively studied during this decade. In the present effort, we describe the formalism, discuss the main ideas, and then exhibit the present status in what concerns theoretical, experimental and computational evidences and connections, as well as some perspectives for the future. The whole review can be considered as an attempt to clarify our current understanding of the foundations of statistical mechanics and its thermodynamical implications.

[1]  A. Rajagopal The Sobolev inequality and the Tsallis entropic uncertainty relation , 1995 .

[2]  N. Kampen,et al.  Stochastic processes in physics and chemistry , 1981 .

[3]  A. Plastino,et al.  The role of information measures in the determination of the maximum entropy-minimum norm solution of the generalized inverse problem , 1997 .

[4]  Celia Anteneodo,et al.  Maximum entropy approach to stretched exponential probability distributions , 1999 .

[5]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[6]  N-body classical systems with rα interparticle potential and two-particle correlation function using Tsallis statistics , 1999 .

[7]  S. Abe Thermodynamic limit of a classical gas in nonextensive statistical mechanics: Negative specific heat and polytropism , 1999 .

[8]  B. Hiley,et al.  The Ising model with long-range interactions , 1965 .

[9]  Fevzi Büyükkiliç,et al.  A fractal approach to entropy and distribution functions , 1993 .

[10]  C. Tsallis,et al.  Statistical-Mechanical Foundation of the Ubiquity of the Lévy Distributions in Nature [Phys. Rev. Lett. 75, 3589 (1995)] , 1996 .

[11]  J. Morán-López,et al.  New trends in magnetism, magnetic materials, and their applications , 1994 .

[12]  Peinke,et al.  Transition toward developed turbulence. , 1994, Physical review letters.

[13]  C. Tsallis,et al.  Generalized statistical mechanics : connection with thermodynamics , 1991 .

[14]  C. Tsallis Some comments on Boltzmann-Gibbs statistical mechanics , 1995 .

[15]  C. Peng,et al.  Long-range correlations in nucleotide sequences , 1992, Nature.

[16]  U. Hansmann Simulated annealing with Tsallis weights a numerical comparison , 1997, cond-mat/9710190.

[17]  Benoit B. Mandelbrot,et al.  Fractals and Scaling in Finance , 1997 .

[18]  H. Barlow Conditions for versatile learning, Helmholtz's unconscious inference, and the task of perception , 1990, Vision Research.

[19]  Thermalization of an electron-phonon system in a nonequilibrium state characterizedby fractal distribution of phonon excitations , 1997 .

[20]  Celia Anteneodo,et al.  Two-dimensional turbulence in pure-electron plasma: A nonextensive thermostatistical description , 1997 .

[21]  R. S. Mendes,et al.  Quantum Statistical Mechanics for Nonextensive Systems: Prediction for Possible Experimental Tests , 1998 .

[22]  Raúl Dante Rossignoli,et al.  Non-additive entropies and quantum statistics , 1999 .

[23]  C. Tsallis,et al.  Are citations of scientific papers a case of nonextensivity? , 1999, cond-mat/9903433.

[24]  C. Tsallis Comment on “Thermodynamic stability conditions for the Tsallis and Rényi entropies” by J.D. Ramshaw , 1995 .

[25]  Anomalous diffusion as a signature of a collapsing phase in two-dimensional self-gravitating systems , 1998, cond-mat/9801008.

[26]  N. Al Charged Particle Production in Proton-, Deuteron-, Oxygen- and Sulphur-Nucleus Collisions at 200 GeV per Nucleon , 1997, hep-ex/9711001.

[27]  C. Tsallis,et al.  Nonlinear inverse bremsstrahlung absorption and nonextensive thermostatistics , 1997 .

[28]  J. Peinke,et al.  Turbulent cascades in foreign exchange markets , 1996, Nature.

[29]  C. Lattes,et al.  Hadronic interactions of high energy cosmic-ray observed by emulsion chambers , 1980 .

[30]  C. Tsallis Generalized entropy-based criterion for consistent testing , 1998 .

[31]  Zanette,et al.  Fractal random walks from a variational formalism for Tsallis entropies. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[32]  Constantino Tsallis,et al.  Non-extensive thermostatistics: brief review and comments , 1995 .

[33]  T. Arimitsu,et al.  Analysis of fully developed turbulence in terms of Tsallis statistics , 2000 .

[34]  F. Anselmet,et al.  High-order velocity structure functions in turbulent shear flows , 1984, Journal of Fluid Mechanics.

[35]  G. Kaniadakis,et al.  Generalized statistics and solar neutrinos , 1996 .

[36]  C. Tsallis,et al.  Breakdown of Exponential Sensitivity to Initial Conditions: Role of the Range of Interactions , 1998 .

[37]  A. R. Plastino,et al.  Tsallis' entropy, Ehrenfest theorem and information theory , 1993 .

[38]  C. Tsallis What are the Numbers that Experiments Provide , 1994 .

[39]  Funabashi,et al.  Quantum entanglement inferred by the principle of maximum nonadditive entropy , 1999 .

[40]  V. Latora,et al.  Kolmogorov-Sinai Entropy Rate versus Physical Entropy , 1998, chao-dyn/9806006.

[41]  Bouchaud,et al.  Subrecoil laser cooling and Lévy flights. , 1994, Physical review letters.

[42]  C. Tsallis,et al.  Power-law sensitivity to initial conditions—New entropic representation , 1997 .

[43]  Tsallis,et al.  Anomalous diffusion in the presence of external forces: Exact time-dependent solutions and their thermostatistical basis. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[44]  N. Bahcall,et al.  The Peculiar Velocity Function of Galaxy Clusters , 1996, astro-ph/9602149.

[45]  V. Latora,et al.  The rate of entropy increase at the edge of chaos , 1999, cond-mat/9907412.

[46]  Rudolf A. Treumann Generalized-Lorentzian path integrals , 1998 .

[47]  Jeffrey M. Hausdorff,et al.  Long-range anticorrelations and non-Gaussian behavior of the heartbeat. , 1993, Physical review letters.

[48]  Generalization of the Lie–Trotter product formula for q-exponential operators , 1999, cond-mat/9903106.

[49]  Y. Gagne,et al.  Velocity probability density functions of high Reynolds number turbulence , 1990 .

[50]  Nonextensive thermodynamic formalism for chaotic dynamical systems , 1999, cond-mat/9909218.

[51]  Ernesto P. Borges On a q -generalization of circular and hyperbolic functions , 1998 .

[52]  George Kingsley Zipf,et al.  Human behavior and the principle of least effort , 1949 .

[53]  Renio S. Mendes,et al.  Renormalization group approach to nonextensive statistical mechanics , 2001 .

[54]  M. Degroot,et al.  Probability and Statistics , 2021, Examining an Operational Approach to Teaching Probability.

[55]  Joel L. Lebowitz,et al.  Macroscopic laws, microscopic dynamics, time's arrow and Boltzmann's entropy , 1993 .

[56]  A. Carbone,et al.  Constraints for solar neutrinos fluxes , 1997 .

[57]  G.Wilk,et al.  Do we observe L\'evy flights in cosmic rays? , 1998 .

[58]  Drake,et al.  Measurements of inverse bremsstrahlung absorption and non-Maxwellian electron velocity distributions. , 1994, Physical review letters.

[59]  C. Meneveau,et al.  The multifractal nature of turbulent energy dissipation , 1991, Journal of Fluid Mechanics.

[60]  A. Wehrl General properties of entropy , 1978 .

[61]  Kim,et al.  Crossover from extensive to nonextensive behavior driven by long-range interactions. , 1995, Physical review. B, Condensed matter.

[62]  M. Firpo Analytic estimation of the Lyapunov exponent in a mean-field model undergoing a phase transition , 1998, chao-dyn/9803024.

[63]  J. R. Dorfman,et al.  An introduction to chaos in nonequilibrium statistical mechanics , 1999 .

[64]  D. Clayton Maxwellian relative energies and solar neutrinos , 1974, Nature.

[65]  P. Anderson,et al.  One-dimensional spin-glass model with long-range random interactions , 1983 .

[66]  Freddy Dumortier,et al.  Structures in Dynamics: Finite Dimensional Deterministic Studies , 1991 .

[67]  C. Tsallis,et al.  Power-law sensitivity to initial conditions within a logisticlike family of maps: Fractality and nonextensivity , 1997, cond-mat/9701096.

[68]  L. G. Gamero,et al.  Wavelet analysis and nonlinear dynamics in a nonextensive setting , 1997 .

[69]  Renio S. Mendes,et al.  A q-generalization of Laplace transforms , 1999 .

[70]  A. Plastino,et al.  GENERALIZED ENTROPY AS A MEASURE OF QUANTUM UNCERTAINTY , 1996 .

[71]  A. Chaves,et al.  A fractional diffusion equation to describe Lévy flights , 1998 .

[72]  Walton,et al.  Equilibrium distribution of heavy quarks in fokker-planck dynamics , 2000, Physical review letters.

[73]  Roberto Santos,et al.  Generalization of Shannon’s theorem for Tsallis entropy , 1997 .

[74]  W. M. Alberico,et al.  Non-extensive statistics, fluctuations and correlations in high-energy nuclear collisions , 2000 .

[75]  Kenneth Lash,et al.  Borges and I , 1960 .

[76]  A. Rajagopal Von Neumann and Tsallis entropies associated with the Gentile interpolative quantum statistics , 1996 .

[77]  Constantino Tsallis,et al.  NONEXTENSIVE THERMOSTATISTICS AND FRACTALS , 1995 .

[78]  Igor Vajda,et al.  Axioms for a-entropy of a generalized probability scheme , 1968, Kybernetika.

[79]  Sumiyoshi Abe,et al.  Correlation induced by Tsallis’ nonextensivity , 1999 .

[80]  Stability of matter , 1990 .

[81]  P. Landsberg,et al.  Thermodynamics and Statistical Mechanics , 1978 .

[82]  Celia Anteneodo,et al.  A Dynamical Thermostatting Approach to Nonextensive Canonical Ensembles , 1997 .

[83]  Constantino Tsallis,et al.  Optimization by Simulated Annealing: Recent Progress , 1995 .

[84]  Robert C. Hilborn,et al.  Chaos and Nonlinear Dynamics , 2000 .

[85]  C. Tsallis,et al.  Generalized simulated annealing , 1995, cond-mat/9501047.

[86]  Straub,et al.  Generalized simulated annealing algorithms using Tsallis statistics: Application to conformational optimization of a tetrapeptide. , 1996, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[87]  C. Tsallis Possible generalization of Boltzmann-Gibbs statistics , 1988 .

[88]  A. Rajagopal Equations of motion in nonequilibrium statistical mechanics for nonextensive systems , 1998 .

[89]  Sumiyoshi Abe,et al.  A note on the q-deformation-theoretic aspect of the generalized entropies in nonextensive physics , 1997 .

[90]  A. Rajagopal Exclusion statistics : density matrix and its implications , 1995 .

[91]  Constantino Tsallis,et al.  The classical N-body problem within a generalized statistical mechanics , 1994 .

[92]  Andrés R R Papa On one-parameter-dependent generalizations of Boltzmann-Gibbs statistical mechanics , 1998 .

[93]  Constantino Tsallis,et al.  Infinite-range Ising ferromagnet: Thermodynamic limit within Generalized Statistical Mechanics , 1995 .

[94]  Ernesto P. Borges,et al.  A family of nonextensive entropies , 1998 .

[95]  Vito Latora,et al.  Lyapunov Instability and Finite Size Effects in a System with Long-Range Forces , 1998 .

[96]  Peter Grassberger,et al.  Some more universal scaling laws for critical mappings , 1981 .

[97]  George M. Zaslavsky,et al.  Chaotic Dynamics and the Origin of Statistical Laws , 1999 .

[98]  S. Denisov,et al.  Fractal binary sequences: Tsallis thermodynamics and the Zipf law , 1997 .

[99]  Huang,et al.  Relaxation of 2D turbulence to a metaequilibrium near the minimum enstrophy state. , 1994, Physical review letters.

[100]  L. Tisza The thermodynamics of phase equilibrium , 1961 .

[101]  E. M. Hollmann,et al.  STEADY-STATE CONFINEMENT OF NON-NEUTRAL PLASMAS BY ROTATING ELECTRIC FIELDS , 1997 .

[102]  E. Curado,et al.  A nonextensive thermodynamical equilibrium approach in e+e−→ hadrons , 1999, hep-ph/9905255.

[103]  SUPERDIFFUSION AND OUT-OF-EQUILIBRIUM CHAOTIC DYNAMICS WITH MANY DEGREES OF FREEDOMS , 1999, cond-mat/9904389.

[104]  Z. Wlodarczyk,et al.  Do we observe levy flights in cosmic rays , 1999 .

[105]  Thermalization of high energy particles in a cold gas , 1991 .

[106]  V. Zolotarev,et al.  Chance and Stability, Stable Distributions and Their Applications , 1999 .

[107]  Generalized nonextensive thermodynamics applied to the cosmic background radiation in a Robertson-Walker universe. , 1996, Physical review letters.

[108]  Ott,et al.  Anomalous diffusion in "living polymers": A genuine Levy flight? , 1990, Physical review letters.

[109]  Tsallis statistics with normalized q-expectation values is thermodynamically stable: illustrations , 1998, cond-mat/9812176.

[110]  X. Gong,et al.  Generalized simulated annealing algorithm and its application to the Thomson model , 1997 .

[111]  R. Mantegna,et al.  Scaling behaviour in the dynamics of an economic index , 1995, Nature.

[112]  N. KRYLOV,et al.  Relaxation Processes in Statistical Systems , 1944, Nature.

[113]  Radu Balescu,et al.  Equilibrium and Non-Equilibrium Statistical Mechanics , 1975 .

[114]  H. Risken The Fokker-Planck equation : methods of solution and applications , 1985 .

[115]  S. Redner How popular is your paper? An empirical study of the citation distribution , 1998, cond-mat/9804163.

[116]  Rajagopal Dynamic linear response theory for a nonextensive system based on the Tsallis prescription. , 1996, Physical review letters.

[117]  C. Tsallis,et al.  Nonextensivity and Multifractality in Low-Dimensional Dissipative Systems , 1997, cond-mat/9709226.

[118]  E. K. Lenzi,et al.  Perturbation and variational methods in nonextensive Tsallis statistics , 1998, cond-mat/9804095.

[119]  T. Alber Charged particle production in proton-, deuteron-, oxygen- and sulphur-nucleus collisions at 200 GeV per nucleon , 1998 .

[120]  R. Toral,et al.  Reply to the Comment on``Scaling Laws for a System with Long--Range Interactions within Tsallis Statistics'' , 1999, cond-mat/0005467.

[121]  A. Tversky,et al.  Prospect Theory : An Analysis of Decision under Risk Author ( s ) : , 2007 .

[122]  P. Landsberg,et al.  Distributions and channel capacities in generalized statistical mechanics , 1998 .

[123]  Satosi Watanabe,et al.  Knowing and guessing , 1969 .

[124]  A. R. Plastino,et al.  Tsallis entropy and Jaynes' Information Theory formalism , 1999 .

[125]  Mikhail Naumovich Kogan,et al.  Rarefied Gas Dynamics , 1969 .

[126]  P. T. Landsberg,et al.  Is equilibrium always an entropy maximum? , 1984 .

[127]  A. Plastino,et al.  A quantitative test of Gibbs' statistical mechanics , 1995 .

[128]  D. Stariolo The Langevin and Fokker-Planck equations in the framework of a generalized statistical mechanics , 1994 .

[129]  I. Goldhirsch,et al.  Clustering instability in dissipative gases. , 1993, Physical review letters.

[130]  Seth Lloyd Quantum search without entanglement , 1999 .

[131]  Renio S. Mendes,et al.  Is re-association in folded proteins a case of nonextensivity? , 1999 .

[132]  Jun-ichi Inoue,et al.  Convergence of simulated annealing using the generalized transition probability , 1998 .

[133]  Zanette,et al.  Thermodynamics of anomalous diffusion. , 1995, Physical review letters.

[134]  A. R. Plastino,et al.  General thermostatistical formalisms, invariance under uniform spectrum translations, and Tsallis q-additivity , 1999 .

[135]  Tang,et al.  Self-Organized Criticality: An Explanation of 1/f Noise , 2011 .

[136]  C. Bennett,et al.  Measurement of the Cosmic Microwave Background spectrum by the COBE FIRAS instrument , 1994 .

[137]  H. Risken Fokker-Planck Equation , 1984 .

[138]  J. S. Andrade,et al.  Tsallis nonextensive statistics with normalized q-expectation values: thermodynamical stability and simple illustrations , 2000 .

[139]  Chaos and universality in the dynamics of inflationary cosmologies , 1999, gr-qc/9909042.

[140]  Anomalous diffusion with absorption: exact time-dependent solutions , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[141]  P. Grassberger,et al.  Characterization of Strange Attractors , 1983 .

[142]  Composability and generalized entropy , 1999, cond-mat/9906377.

[143]  N. G. van Kampen,et al.  Remarks on non-Markov processes , 1998 .

[144]  Marco Buiatti,et al.  A non extensive approach to the entropy of symbolic sequences , 1999 .

[145]  R. Pasmanter,et al.  Maximum entropy versus minimum enstrophy vortices , 1999 .

[146]  L. Borland,et al.  Nonextensive effects in tight-binding systems with long-range hopping , 1999 .

[147]  C. Beck,et al.  Thermodynamics of chaotic systems : an introduction , 1993 .

[148]  H. Frauenfelder,et al.  Activation Energy Spectrum of a Biomolecule: Photodissociation of Carbonmonoxy Myoglobin at Low Temperatures , 1974 .

[149]  Boghosian Thermodynamic description of the relaxation of two-dimensional turbulence using Tsallis statistics. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[150]  Penna Traveling salesman problem and Tsallis statistics. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[151]  Schulte Nonpolynomial fitting of multiparameter functions. , 1996, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[152]  Solomon,et al.  Observation of anomalous diffusion and Lévy flights in a two-dimensional rotating flow. , 1993, Physical review letters.

[153]  John Maddox When entropy does not seem extensive , 1993, Nature.

[154]  Funabashi,et al.  Implications of Form Invariance to the Structure of Nonextensive Entropies , 1999, quant-ph/9904029.

[155]  Statistical Decision Functions Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians : held at Prague, from August 18 to 23, 1974 , 1978 .

[156]  C. Tsallis,et al.  Specific heat of a free particle in a generalized Boltzmann-Gibbs statistics , 1993 .

[157]  N. Phan-Thien,et al.  Autocorrelation and spectrum of dissipation fluctuations in a turbulent jet , 1981 .

[158]  A. Tversky,et al.  Prospect theory: analysis of decision under risk , 1979 .

[159]  C. Tsallis,et al.  Sensitivity to initial conditions in the Bak-Sneppen model of biological evolution , 1998 .

[160]  C. Tsallis,et al.  Information gain within nonextensive thermostatistics , 1998 .

[161]  C. Tsallis,et al.  Advancing Faddeev: Math Can Deepen Physics Understanding , 1998 .

[162]  M. Fisher The free energy of a macroscopic system , 1964 .

[163]  C. Tsallis,et al.  Student's t- and r-distributions: Unified derivation from an entropic variational principle , 1997 .

[164]  P. Gaspard,et al.  Sporadicity: Between periodic and chaotic dynamical behaviors. , 1988, Proceedings of the National Academy of Sciences of the United States of America.

[165]  Renio S. Mendes,et al.  Green functions based on Tsallis nonextensive statistical mechanics: normalized q-expectation value formulation , 2000 .

[166]  R. Andrade Remarks on the behavior of the Ising chain in the generalized statistics , 1994 .

[167]  C. Tsallis,et al.  D-Dimensional ideal gas in parastatistics: Thermodynamic properties , 1987 .

[168]  A. Wiles Modular Elliptic Curves and Fermat′s Last Theorem(抜粋) (フェルマ-予想がついに解けた!?) , 1995 .

[169]  Benoit B. Mandelbrot,et al.  Fractal Geometry of Nature , 1984 .

[170]  G. Uhlenbeck,et al.  Studies in statistical mechanics , 1962 .

[171]  R. Johal q calculus and entropy in nonextensive statistical physics , 1998 .

[172]  D. Stariolo,et al.  Learning dynamics of simple perceptrons with non-extensive cost functions. , 1996, Network.

[173]  Christian Beck,et al.  Application of generalized thermostatistics to fully developed turbulence , 2000 .

[174]  Loh,et al.  Generalization of the Planck radiation law and application to the cosmic microwave background radiation. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[175]  A. Mariz,et al.  On the irreversible nature of the Tsallis and Renyi entropies , 1992 .

[176]  Irreversible processes: The generalized affinities within Tsallis statistics , 1998 .

[177]  C. Beck,et al.  Thermodynamics of chaotic systems , 1993 .

[178]  M. R. Lemes,et al.  Generalized simulated annealing: Application to silicon clusters , 1997 .

[179]  P. A. Prince,et al.  Lévy flight search patterns of wandering albatrosses , 1996, Nature.

[180]  Sabre Kais,et al.  Comparison study of pivot methods for global optimization , 1997 .

[181]  Zoltán Daróczy,et al.  Generalized Information Functions , 1970, Inf. Control..

[182]  A. Compte,et al.  Non-equilibrium thermodynamics and anomalous diffusion , 1996 .

[183]  J. C. Evans,et al.  The solar neutrino problem , 1973 .

[184]  T. Arimitsu,et al.  Tsallis statistics and fully developed turbulence , 2000 .

[185]  D. Ion,et al.  ENTROPIC LOWER BOUND FOR THE QUANTUM SCATTERING OF SPINLESS PARTICLES , 1998 .

[186]  C. Tsallis,et al.  The role of constraints within generalized nonextensive statistics , 1998 .

[187]  C. Tsallis,et al.  Geometry optimization and conformational analysis through generalized simulated annealing , 1998 .

[188]  Power Law Velocity Fluctuations Due to Inelastic Collisions in Numerically Simulated Vibrated Bed of Powder , 1994, chao-dyn/9406012.