Você está na página 1de 6

12 December 1994

PHYSICS LETTERS A

ELSEVIER

Physics Letters A 195 (1994) 329-334

Nonextensive physics: a possible connection between generalized


statistical mechanics and quantum groups
Constantino Tsallis
Centro Brasileirode PesquisasFisicas, Rua Dr. XavierSigaud 150, 22290-180 Rio de Janeiro, RJ, Brazil
Received 2 June 1994;revised manuscript received 24 August 1994;accepted for publication 30 August 1994
Communicated by A.R. Bishop

Abstract

Two different formalisms have been recently developed for nonextensive physics, namely the generalized statistical mechanics
and thermodynamics (characterized by q # l ) and the quantum groups (characterized by qc # 1 ). Through the discussion of the
mean values of observables, we propose a (temperature dependent) connection between q and qG, and illustrate with bosonic
oscillators.
An extremely interesting tendency towards nonextensive physics keeps growing along recent years. This
fact appears in at least two different areas, namely in
statistical mechanics and quantum groups, through
apparently independent paths. We establish here that
these two nonextensivities can exactly compensate
each other in such a way as to yield extensive mean
values of the observables. Such a connection may play
a relevant role in many (maybe all) physical systems
where (spatial a n d / o r temporal) long-range interactions are present in such a relevant way as to lead to
nonextensive behavior. This circumstance might indeed occur in very large systems (galaxies, globular
clusters, Universe) where long-range interactions
(like the gravitational forces ) are present, or in small
"droplets" (in condensed matter, or nuclear, or elementary particle physics) whenever the range of the
interactions is comparable to or larger than the (linear) size o f the system, or in irreversible processes
related to microscopic long-memory functions
(power-like, instead o f the exponential-like typical of
short-memory), or in problems with (multi-) fractally structured space-time. Let us now briefly pres-

ent some crucial aspects o f the two nonextensive formalisms mentioned aboved.
In what generalized statistical mechanics is concerned, a generalized entropy has been proposed as
follows [ 1 ]

Sq=k 1-Z~p7
q-1

(qegq)

(1)

where p, is the probability associated with the ith microscopic state o f the system and k a conventional
positive constant. The q--, l limit of Sq yields the wellknown Shannon expression - kB57~Pi In Pi (where we
have used p7-~ ~ 1 + ( q - 1 ) In Pi), So satisfies, for all
q > 0, the standard properties o f non-negativity, equiprobability, expansibility, concavity (which guarantees thermodynamic stability for the system), Htheorem [ 2-4 ], among others. However, if we have
two independent systems r and Z" (i.e., ~6xw, =/~x
/~s,, where/~ denotes the density operator, whose eigenvalues are the {p~};Psvx, acts on the tensor product of the Hilbert spaces respectively associated with
_r and Z"), we immediately verify pseudo-additivity,
more precisely

0375-9601/94/$07.00 1994 Elsevier Science B.V. All rights reserved


SSD10375-9601 ( 94 )00721-7

330

C Tsallis / Physics Letters A 195 (1994) 329-334

S~qVr' - S--~zq+
k
k

+ ( 1 - q) S~ SZq '
k k "

(2)

In other words, Sq is generically extensive if and only


if q= 1; otherwise, it is nonextensive (Sq should be
clearly distinguished from the well known-Renyi entropy ( 1 - q ) - ~ In ~ p q , which is extensive but not
necessarily concave; this lack of concavity makes the
use of the Renyi entropy uncertain in physics, since
the thermodynamic stability of the system would not
be guaranteed). The connection to a consistently
generalized equilibrium thermodynamics is established by extremizing Sq with the constraints Tr/~ = 1
and (for the canonical ensemble) [ 5 ]
( ~)q-=Tr~q ~ = Uo,

(3)

where 3f' is the Hamiltonian and Uo the generalized


internal energy. This optimization yields the distribution [ 1,5 ]
/~=

[l--fl(1--q) ~ ] l/(l--q)
,

z~

(4)

where
Z q - T r [ 1 - f l ( 1 - q ) ~ ] '/(~-q) ,

(5)

with f l - 1/kTbeing a Lagrange parameter. It can be


shown [ 5 ] that

1 OSq
T-OUq'
O

Fq=-Uv-TSa=-fl

1 Z~ - - 1
1-q '

Z~-~- 1

u~=- O p -1-- q
In the limit q--, l, Eq. (4) recovers the well-known
Boltzmann-Gibbs distribution/~ ocexp ( - fl ~:). Also,
if we introduce the entropy operator ~ q - k('~ - ~ 1-q) /
(l-q)
(so denominated because it satisfies
( $ q ) q - T r ~ q $ q =Sq for arbitrary/~), we straightforwardly establish that

~"~'
k

- - k~ +

+(q-l)

~'
--k--"

(6)

The application of Tr/~:/)~,, on both sides of this


equality naturally recovers Eq. (2) (note that q - 1
in one equation becomes 1 - q in the other! ).
Furthermore, this generalized statistics has been
shown to satisfy appropriate forms of the Ehrenfest
theorem (form-invariant, Vq) [6], yon Neumann

equation (form-invariant, Vq) [ 7 ], Jaynes information theory duality relations [6], fluctuation-dissipation theorem [ 8,9 ], Bogolyubov inequality [ 10 ],
Langevin and Fokker-Planck equation [ 11 ], Callen's
identity [ 12 ], quantum statistics [ 13 ], Onsager reciprocity theorem (form-invariant, Vq) [ 14], zeroth
principle of thermodynamics (form-invariant, q)
[ 15 ], classical equipartition principle [ 16 ], among
others. All these remarkable mathematical properties
are verified under the simultaneous assumptions of
entropy being generalized as given by Eq. ( 1 ), and
the q-expectation values as given by Eq. (3).
As its first physical application, this generalized
scheme has enabled [17] to overcome the
Boltzmann-Gibbs inability to provide finite mass for
astrophysical systems within the polytropic model as
studied by Chandrasekhar et al. (Balian and many
others [ 18 ] have already pointed the possible need
for a nonextensive entropy in astropysics; this is a very
natural thing to happen whenever the long-range
gravitational forces are essentially involved in the
problem; indeed, in such a case, the range of the forces
is at least comparable to the linear size of the system
itself). Plastino and Plastino [ 17] have shown (by
establishing a relationship between q and the polytropic index n) that the mass becomes finite if q sufficiently differs from unity. The same result was recently found, under quite general conditions (much
larger than the polytropic model itself), by Aly [ 17 ].
As its second physical application, this generalization has recently enabled [ 19 ] to derive L6vy flights
(relevant for a great variety of physical systems [20];
among them we have CTAB micelles dissolved in
salted water [21 ] as well as heartbeat histograms
[22] ) from an entropic optimization using physically acceptable a priori constraints, q being directly
related to the fractal dimension y of the random motion (q= ( 3 + y ) / ( 1 +y)). Again, this overcomes a
well-known inability [20] of q= 1 statistics. This
particular example illustrates very transparently the
usefulness of the q-expectation value. Indeed, let us
for instance consider y= 1 (Cauchy-Lorentz distributions ) hence q = 2: ( x 2) l diverges, whereas ( x 2) 2
converges, thus being appropriate as an auxiliary condition. The same benefit is obtained for all long-tail
distributions.
After these first two, many other applications followed, such as a possible use for discussing self-orga-

C. Tsallis/ Physics LettersA 195 (1994) 329-334

nization in biological systems [23], a very performant simulated annealing optimization algorithm
[24], learning in simple perceptrons [25], calculation of the nonionized hydrogen atom specific heat
(not computable within Boltzmann-Gibbs statistics
since quantities such as the partition function diverge, essentially due to the long-range Coulombian
force) [26].
Let us now focus, on the other hand, on quantum
groups (qG-deformations, qG-oscillators, qQ-calculus,
where we use qG, instead of the traditional notation
q, in order to avoid confusion with the present entropy index q). These are generalizations of Lie
groups and algebras, which are recovered for qG--"1.
They have provided applications in as varied areas
as (see, e.g., Refs. [27-32] and references therein)
inverse scattering method, vertex models, anisotropic spin chains Hamiltonians, knot theory, conformal field theory, heuristic phenomenology of deformed molecules and nuclei, noncommutative
approach to quantum gravity and anyon physics.
They have enabled, in particular, a formulation of
quantum mechanics [ 28 ] in a discontinuous spacetime (where qG-- 1 plays the role of minimal lattice
step, and (qG-1 )2 that of minimal time step). To
illustrate the nonextensivity associated with quantum
groups let us consider a bosonic q6-oscillator. Its
Hamiltonian is given (see, e.g., Ref. [32] and references therein ) by
Ae = ~oJA +A = ~co [~ b ,

(7)

(8)

being the qc-generalized number operator, 09> 0 is


a characteristic frequency, and A + and A are, respectively, the creation and annihilation operators
satisfying
AA+-qgA+A='I,

(9)

(lO)

The eigenvalues of [~r]A are given by [ 32 ]

In the qG--' 1 limit, Eq. (12) recovers the well-known


extensive expression [ n ]A = n.
If we have two independent systems 27 and 27', we
have ~ z u r , = ~ z + ~ z , , hence Eq. (8) implies a very
suggestive relationship, namely

+ (q2 _ 1)[2Qz]a [NZ']A,

(1 3)

which presents a striking analogy with Eq. (6) !


Let us now address the main aim of the present paper, namely the basic question of a possible connection between q and qc. We shall use as a guideline the
following trivial observation: within the generalized
statistical mechanics, the q-expectation value of any
observable 0 is given by [ 5-9,12 ]
(())q-~TrfiqO=TrtO(tOq-lO)=-(~q-lO)

(14)

i.e., it can be thought as nonextensive statistics (:q)


on an extensive operator ( 0 ) , or as extensive statistics
(~) on a nonextensive operator (:q-10).
We consider now a q~-deformed arbitrary extensive observable 0 (e.g., number of particles, energy,
or any other observable which, were it not for the qodeformation, would be extensive) associated with two
independent systems 27 and Z ' (/~vr, =/~r/~r, with
Trfizvz, =Tr/~z=Tr/~z, = 1 ). We have
(15)

where 0 ~ ' is, by definition, the nonextensive correction associated with qG (although qG might be a complex number, we restrict our discussion to q G ~ , as
in Ref. [28] ). Eq. (15) implies

( O ( Z U S ' ) )q = Tr (/~: /~,) [0(27) + O ( Z ' )


+(q2_l

-zz' ]
)qqo

= [ T r / ~ 0 ( S ) ] [Tr/~q,] + [ T r / ~ , 0 ( Z ' ) ] [Trfi q]


(16)

hence, by using (1) (i.e., Trbq= 1 + (1 -q)Sq),


(0(27u27'))~= ( O ( s ) )q + ( 0 ( 2 7 ' ) ) q

and

[&g]=-g.

(12)

+ ( q ~ - 1 ) ( q~z~,
q~)q,

as well as

[&A+]=2 +

( n = 0 , 1 , 2,...)

O(ZUS') = 0(27) + 0 ( Z ' ) + (qo -- 1 )Y]qG


-zz, ,

where
q~--I
[N]A= q ~ - - I '

[n]A -- q~n-1
q~ _ 1

331

(11)

"J[-( 1 --q) [ ( O( S ) >qSft'~ - ( O( S t) ) qS~q]/k


+ ( q 2 - I) (0q~or').

(17)

332

(7. Tsallis / Physics Letters A 195 (1994) 329-334

If we impose now that the mean values of the observable must be extensive whenever these are measurable
quantities (i.e., that the q ~ 1 effect is exactly compensated by the qG ~: 1 e f f e c t ) we obtain

and

q- l =k(q~- l )

q~nX,__ 1
[nz,].4 = q ~ _ 1

( Off~'>q
<O(S) >qS~q'-~ <0 ( ~ ' ) >qa~q '
(18)

which yields the connection we were looking for. Genetically, q= 1 if and only ifq~ = 1. In the qG--' 1 limit,
Eq. (18) becomes
1) < O ( Z ) > S { ' + < 0 ( Z ' ) > S f '

(nz, =0, 1, 2, ...),

(20)

(21)

hence
[nzvr,]~ -

q--~'~-f

nqo _ [ R ~ I A [ ~ ' h
(19)

i.e.
q-locga-1

( n z = 0 , 1,2 .... )

(22)

Consequently, using Eq. (12), we have

2<OU'>

q- 1~kn(qo-

q~"~- 1
[nz]a-- q ~ _ l

(19')

The situation is schematically indicated in Fig. 1.


Before going on let us remark that the entropy operator ~q is not included among the operators 0 to
which Eq. (18) refers. Indeed, it satisfies Eq. (16),
consequently it is not extensive (unless q= 1 ).
Let us now illustrate the present calculation with
two bosonic oscillators of the type described by
Hamiltonian (7). Let the observable 0 be [N]A. According to Eq. ( 12 ) we have

(23)

This is a good point for commenting the generic form


we expect for OqZoS'.As illustrated in Eq. (23) (and in
what follows from it), we expect to be t/qG
.zr,
f ( O ( Z ) ; q G ) f ( O ( Z ' ) ; q~), where f ( x ; q~) is analytic in qo at qG = 1, being genericallyf(x; 1 ) # 0.
By denoting now t/q~' the eigenvalues of r~rq~
r ' we
have that, in the qG--*1 limit,
tlZlz'~nzns,

(nz, nz,=0, 1, 2, ...) ,

(24)

hence, using Eq. (19),


q - 1 ~ ( q~ - 1 )<~>kr~/S~,

(25)

where we have used (~rrNz, > = (~rz) (Nz, > and


By using the well-known quantum harmonic oscillator results ( ~ r ) = ( e ~ ' - l ) - ~
and S~/kB=
flhmet~'/(e ~ ' - 1 ) - l n ( e ~ ' - 1 ), we finally obtain
qc-1
q - 1 ~ flhme~O~_ (e~,O_ 1 ) ln(e t~~- 1 ) '

oo

..............
/

~Extensivephysics

00

qG
(Ouo~um Groups)

Fig. 1. Typical (finite temperature) relation between q and qoBy "extensive physics" we mean Shannon entropy, BoltzmannGibbs statistics, continuous space-time, differential-equations
physics, etc.

(26)

which is represented in Fig. 2 (where the kBT/hto--,O


and k B T / h w - - , ~ asymptotic behaviors are indicated). We remark: (i) a temperature exists (kBT*/
ho9 ~- 2.31 ) for which (Oq/Oqo)r= 1; this, together
with the fact that q= 1 for qo= 1, implies q - 1 ~
q c - 1, i.e., q can (asymptotically) equal q~ and they
could be merged into a single parameter; (ii) at very
low temperatures, i.e., T<< T* (where the system is
practically not excited) q~ can vary a lot without
making the thermodynamics appreciably nonextensive; (iii) at very high temperatures, i.e., T>> T*
(where the system is highly excited), the slightest departure of qc from unity yields a highly nonextensive

C. Tsallis ~Physics Letters A 195 (1994) 329-334

that nonextensive statistics can exactly compensate


nonextensive mechanics in such a way as to provide
extensive mean values of the observables. This fact
might (together, for instance, with the re-analysis of
the available data on the universe background radiation and/or other astrophysical black-bodies, as well
as the re-analysis of the data relative to the existence
of dark matter) help the understanding of one among
the most puzzling problems of contemporary science,
namely the deep nature of space-time.

20

IE~

15

I0
05

I10.00

k.T
"it'/"

",,i"'"
2

333

keT/h~
Fig. 2. Temperature dependent relation between q and qo in the
region q~-qa~- 1 for bosonic oscillators (kBT*/h~o~-2.31). The
asymptotic behaviors for T<< T* and T>> T* are, respectively,
given by kBT/hto and ( kBT/hog ) /In ( kBT/hto ).

thermodynamics; (iv) as we can see in Eqs. (6) and


(13) both q and qG act in a monotonic way; furthermore, both can vary between zero and infinity; these
facts make plausible that, for any finite temperature,
q monotonically increases from zero to infinity when
qo increases from zero to infinity.
The Plastino and Plastino discussion [ 17 ] of the
q= 1 paradox of the polytropic model for stellar systems was done in the classical limit ( h ~ 0 ) , where it
seems now reasonable to expect that a value of qG
slightly different from unity would imply a value of q
quite different from unity, as they indeed found. Since
it seems possible to interpret q > Fas a discontinuous (or, perhaps, continuous but not differentiable) space-time [28] (see also Ref. [33] ), we should
certainly not exclude the possibility for astrophysical
systems being privileged candidates for exploring the
deepest effects of gravitation in nature, including nonextensivity of the entropy. Also, along similar lines,
Bacry has recently argued [ 34 ] that q6 slightly different from one could be enough for explaining the frequently discussed "discrepancy" at the origin of the
so-called dark matter.
Let us now synthesize the present work. Although
the connection between generalized statistical mechanics and quantum groups was done on effective
or phenomenological grounds (i.e., the relation between q and qG depends on temperature for a system
in thermal equilibrium), it was established through a
remarkably simple and generic assumption, namely

The author is very indebted to E.M.F. Curado,


M.R-Monteiro and I. Roditi for stressing his attention onto quantum groups as well as for very valuable
discussions. He also acknowledges useful remarks
from A.C.N. Magalh~es.

References
[ 1 ] C. Tsallis, J. Stat. Phys. A 52 (1988) 479.
[2] A.M. Mariz, Phys. Len. A 165 (1992) 409.
[3] J.D. Ramshaw, Phys. Lett. A 175 (1993) 169.
[4] J.D. Ramshaw, Phys. Lett. A 175 (1993) 171.
[5] E.M.F. Curado and C. Tsallis, J. Phys. A 24 (1991) L69
E3187; and 25 (1992) El019.
[6l A.R. Plastino and A. Plastino, Phys. Len. A 177 (1993)
177.
[7] A.R. Plastino and A. Plastino, Physica A 202 (1994) 438.
[8] E.P. da Silva, C. Tsallis and E.M.F. Curado, Physica A 199
(1993) 137; 203 (1994) El60.
[9] A. Chame and E.V.L. de Mello, J. Phys. A 27 (1994) 3663.
[ 10 ] A. Plastino and C. Tsallis, J. Phys. A 26 ( 1993 ) L893.
[ 11 ] D.A. Stariolo, Phys. Lett. A 185 (1994) 262.
[ 12 ] E.F. Sarmento, Generalization of single-site Callen's identity
within TsaUis statistics, preprint (1994).
[ 13] F. Buyukkili9 and D. Demirhan, Phys. Lett. A 181 (1993)
24.
[14] A. Chame and E.V.L. de Mello, The Onsager reciprocity
relations within Tsallis statistics, preprint (1994); M.O.
Caceres, Irreversible thermodynamics in the framework of
Tsallis entropy, preprint (1994).
[ 15 ] A. Chame, The zeroth law of thermodynamics within Tsallis
statistics, preprint (1994).
[16]A.R. Plastino, A. Plastino and C. Tsallis, J. Phys. A 27
(1994) 5707.
[ 17 ] A.R. Plastino and A. Plastino, Phys. Lett. A 174 (1993)
384;
see also J.J. Aly, in: N-body problems and gravitational
dynamics, Proc. Meeting held at Aussois, France, 21-25
March 1993, eds. F. Combes and E. Athanassoula
(Publications de rObservatoire de Paris, Paris, 1993) p. 19.

334

C Tsallis / Physics Letters A 195 (1994) 329-334

[18] R. Balian, From microphysics to macrophysics, Vol. 1


(Springer, Berlin, 1991 ), p. 134;
A.M. Salzberg, J. Math. Phys. 6 (1965) 158;
H.E. Kandrup, Phys. Rev. A 40 (1989) 7265;
L.G. Taft, Celestial mechanics (Wiley, New York, 1985) p.
437;
W.C. Saslaw, Gravitational physics of stellar and galactic
systems (Cambridge Univ. Press, Cambridge, 1985 ) p. 217;
J. Binney and S. Tremaine, Galactic dynamics (Princeton
Univ. Press, Princeton, 1987) p. 268;
P.T. Landsberg, J. Star. Phys. 35 (1984) 159.
[19] P. A. Alemany and D.H. Zanette, Phys. Rev. E 49 (1994)
956.
[20 ] E.W. Montroll and M.F. Shlesinger, J. Stat. Phys. 32 ( 1983 )
209;
E.W. Montroll and B.J. West, Fluctuation phenomena
(Elsevier, Amsterdam, 1987)p. 186.
[21 ] J.P. Bouchaud and A. Georges, Phys. Rep. 195 (1990) 127;
A. Ott, J.P. Bouchaud, D. Langevin and W. Urbach, Phys.
Rev. Lett. 65 (1990) 2201;
J.P. Bouchaud, A. Ott, D. Langevin and W. Urbach, J. Phys.
II (Paris) 1 (1991) 1465.
[22] C.-K. Peng, J. Mietus, J.M. Hausdorff, S. Havlin, H.E.
Stanley and A.L. Goldberger, Phys. Rev. Lett. 70 (1993)
1343.
[23 ] P.T, Landsberg, in: Synergetics, Vol. 61. On self-organization
(Springer, Berlin, 1994)p. 157.
[24]C. Tsallis and D.A. Stariolo, Generalized simulated
annealing, preprint ( 1994);
K.C. Mundim and C. Tsallis, Geometry optimization and

conformational analysis through generalized simulated


annealin& preprint ( 1994);
C. Miron, Optimisation par recuit simul~ g~n~ralis~, Report,
Ecole Normale Sul~rieure de Lyon-France ( 1994);
T.J.P. Penna, The traveling salesman problem and Tsallis
statistics, Phys. Rev. E (1994), in press; Fitting curves by
simulated annealing, preprint (1994).
[25] S.A. Cannas, D.A. Stariolo and F.A. Tamarit, Learning
dynamics of simple perceptrons with non-extensive cost
functions, preprint (1994).
[26] L.S. Lucena, L.R. da Silva and C. Tsallis, Departure from
Boltzmann-Gibbs statistics makes the hydrogen atom
specific heat a computable quantity, preprint (1994).
[27 ] E. Witten, Nucl. Phys. B 330 (1990) 285.
[281A. Dimakis and F. Miiller-Hoissen, Phys. Lett. B 295 (1992)
242.
[29] P. Aschieri and L. Castellani, Int. J. Mod. Phys. A 8 (1993)
1667.
[30] R. Caracciolo and M.R-Monteiro, Phys. Lett. B 308 (1993)
58.
[ 31 ] A. I.erda and S. Sciuto, Nucl. Phys. B 401 (1993) 613.
[32] M.R-Monteiro and I. Roditi, Mod. Phys. Lett. B 7 (1993)

1843;
M. Chaichian, D. Ellinas and P. Kulish, Phys. Rev. Lett. 65
(1990) 980;
M. Chaichian and P. Kulish, Phys. Lett. B 234 (1990) 72.
[33] L. Nottale, Fractal space-time and microphysics (World
Scientific, Singapore, 1993 ).
[34] H. Bacry, Phys. Lett. B 317 (1993) 523.