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It is shown that random walks in which the set of visited points is a fractal emerge from a maximun entropy formalism applied to the generalized entropies introduced by Tsallis J. Stat. Phys. 52, 479 (1988), upon suitable constraints. This connection between fractals and Tsallis entropies suggests that the generalized statistical mechanics derived from the latter could provide a natural frame for studying fractally structured systems.
Alemany et al. (Tue,) studied this question.
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