English
Related papers

Related papers: Recent developments in superstatistics

200 papers

We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…

Statistical Finance · Quantitative Finance 2016-10-12 Mateusz Denys , Maciej Jagielski , Tomasz Gubiec , Ryszard Kutner , H. Eugene Stanley

A thermodynamic device placed outdoors, or a local ecosystem, is subject to a variety of different temperatures given by short-tem (daily) and long-term (seasonal) variations. In the long term a superstatistical description makes sense,…

Atmospheric and Oceanic Physics · Physics 2013-07-31 G. Cigdem Yalcin , Christian Beck

In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method and a generalized sequential probability…

Applications · Statistics 2012-09-24 Taras Lazariv , Wolfgang Schmid , Svitlana Zabolotska

Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…

General Physics · Physics 2017-06-21 R. Caimmi

We consider the class of control systems where the differential equation, state and control system are described by polynomials. Given a set of trajectories and a class of Lagrangians, we are interested to find a Lagrangian in this class…

Optimization and Control · Mathematics 2017-03-22 Jérémy Rouot , Jean-Bernard Lasserre

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random…

Statistical Mechanics · Physics 2011-11-30 Denis Nikolaevich Sob'yanin

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Mathematical Physics · Physics 2009-10-31 Joel L. Lebowitz

Machine learning techniques are used to predict theoretical constraints such as unitarity and boundedness from below in extensions of the Standard Model. This approach has proven effective for models incorporating additional SU(2) scalar…

High Energy Physics - Phenomenology · Physics 2025-12-19 Darius Jurčiukonis

Cluster variables have recently revolutionized numerical work in certain models involving fermionic variables. This novel representation of fermionic partition functions is continuing to find new applications. After describing results from…

High Energy Physics - Lattice · Physics 2007-05-23 Shailesh Chandrasekharan

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…

Probability · Mathematics 2020-06-22 J. -R. Chazottes , P. Collet , S. Martínez , S. Méléard

In this paper we present theory, algorithms and applications for regression over the max- plus semiring. We show how max-plus 2-norm regression can be used to obtain maximum likelihood estimates for three different inverse problems. Namely…

Numerical Analysis · Mathematics 2017-12-12 James Hook

For many complex systems the interaction of different scales is among the most interesting and challenging features. It seems not very successful to extract the physical properties in different scale regimes by the existing approaches, such…

Fluid Dynamics · Physics 2015-05-14 L. P. Wang , Y. X. Huang

In presence of long range dispersal, epidemics spread in spatially disconnected regions known as clusters. Here, we characterize exactly their statistical properties in a solvable model, in both the supercritical (outbreak) and critical…

Statistical Mechanics · Physics 2022-09-05 Xiangyu Cao , Pierre Le Doussal , Alberto Rosso

A mathematical model for time development of metastases and their distribution in size and carrying capacity is presented. The model is used to theoretically investigate anti-cancer therapies such as surgery and chemical treatments…

Tissues and Organs · Quantitative Biology 2013-06-21 Sebastien Benzekry , Dominique Barbolosi , Assia Benabdallah , Florence Hubert , Philip Hahnfeldt

We study localisation transition in a class of quasi-periodic systems that has two competing periodic scales. We show that such class of systems show a re-entrant localisation transition where the energy scale of transition is set by the…

Disordered Systems and Neural Networks · Physics 2023-03-01 Parvathy S Nair , Dintomon Joy , Sambuddha Sanyal

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , H. Eugene Stanley

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

We extend our recent study of winding number density statistics in Gaussian random matrix ensembles of the chiral unitary (AIII) and chiral symplectic (CII) classes. Here, we consider the chiral orthogonal (BDI) case which is the…

Mathematical Physics · Physics 2024-03-27 Nico Hahn , Mario Kieburg , Omri Gat , Thomas Guhr

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet