There is a direct connection between this entropic form and correlated anomalous diffusion that is described by nonlinear Fokker-Planck equations (Borland, 1998).

Consequently, data that can be described by the *q*-exponential
distribution may be generated by the
relevant underpinning differential equation.

Borland
L. Microscopic dynamics of the nonlinear Fokker-Planck equation: A phenomenological
model. Phys Rev E 1998;57:6634-6642.