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Related papers: Generalization of the Beck-Cohen superstatistics

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The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems…

Machine Learning · Statistics 2025-07-02 Zachary P Adams , Sayan Mukherjee

Multivariate peaks over thresholds modeling based on generalized Pareto distributions has up to now only been used in few and mostly 2-dimensional situations. This paper contributes theoretical understanding, physically based models,…

Probability · Mathematics 2017-05-04 Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

A recently proposed statistical theory of the mean fields associated with the ground and excited collective states of a generic many-body system is extended by increasing the dimensions of the P-space. In applying the new framework to…

Nuclear Theory · Physics 2009-11-07 A. De Pace , A. Molinari

Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…

Statistics Theory · Mathematics 2014-12-02 Svenja Fischer , Roland Fried , Martin Wendler

Triplet Markov chains are general generative models for sequential data which take into account three kinds of random variables: (noisy) observations, their associated discrete labels and latent variables which aim at strengthening the…

Machine Learning · Statistics 2023-09-08 Katherine Morales , Yohan Petetin

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck

Superstatistics is a generalization of equilibrium statistical mechanics that describes systems in nonequilibrium steady states. Among the possible superstatistical distributions, the $q$-canonical ensemble (also known as Tsallis'…

Statistical Mechanics · Physics 2022-04-28 Sergio Davis

We discuss a property of our recently introduced generalized canonical ensemble (J. Stat. Phys. 119 (2005) 1283). We show that this ensemble can be used to transform metastable or unstable (nonequilibrium) states of the standard canonical…

Statistical Mechanics · Physics 2016-08-31 H. Touchette , M. Costeniuc , R. S. Ellis , B. Turkington

The domain of validity of standard thermodynamics and Boltzmann-Gibbs statistical mechanics is discussed and then formally enlarged in order to hopefully cover a variety of anomalous systems. The generalization concerns {\it nonextensive}…

Statistical Mechanics · Physics 2007-05-23 C. Tsallis

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov , S. G. Shpyrko

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

A phase coexistence state cannot be specified uniquely by any intensive parameters, such as the temperature and the magnetic field, because they take the same values over all coexisting phases. It can be specified uniquely only by an…

Statistical Mechanics · Physics 2023-06-06 Yasushi Yoneta , Akira Shimizu

When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

As the quantification of metabolism, nonequilibrium steady states play a central role in living matter, but are beyond the purview of equilibrium statistical mechanics. Here we develop a fermionic theory of nonequilibrium steady states in…

Statistical Mechanics · Physics 2024-04-24 Eric De Giuli , Masanari Shimada

We consider the full probability distribution for the transverse magnetization of a finite subsystem in the transverse field Ising chain. We derive a determinant representation of the corresponding characteristic function for general…

Statistical Mechanics · Physics 2018-07-04 Stefan Groha , Fabian H. L. Essler , Pasquale Calabrese

We use the maximum information principle to include particle-interaction into the grand-canonical theory of BECs. The inclusion of the particle-interaction elucidates why thermodynamic calculations for BECs by the grand-canonical ensemble…

Statistical Mechanics · Physics 2008-11-21 Alexander Jurisch , Jan-Michael Rost

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…

Probability · Mathematics 2019-03-13 Jie Yen Fan , Kais Hamza , Peter Jagers , Fima C. Klebaner

This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…

Statistical Mechanics · Physics 2007-11-06 Ajay Patwardhan

Entanglement in nonequilibrium systems is considered. A general definition for entanglement measure is introduced, which can be applied for characterizing the level of entanglement produced by arbitrary operators. Applying this definition…

Quantum Physics · Physics 2009-11-10 V. I. Yukalov

An information theory description of finite systems explicitly evolving in time is presented for classical as well as quantum mechanics. We impose a variational principle on the Shannon entropy at a given time while the constraints are set…

Statistical Mechanics · Physics 2007-05-23 Philippe Chomaz , Francesca Gulminelli , Olivier Juillet
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