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A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov chains. This general approach is applied to the Ising spin chain with long-range interaction between its elements. The asymptotical expressions for the energy and entropy of the system are derived for the limiting case of weak interaction. These thermodynamical quantities are found to be non-proportional to the length of the system (number of its particle).

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