Related papers: Superstatistics from a different perspective
Complex systems are characterized by specific time-dependent interactions among their many constituents. As a consequence they often manifest rich, non-trivial and unexpected behavior. Examples arise both in the physical and non-physical…
We study the fluctuation properties of transition intensities applying a recently proposed generalization of the random matrix theory, which is based on Beck and Cohen's superstatistics. We obtain an analytic expression for the distribution…
Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…
From behavioral sciences to biology to quantum mechanics, one encounters situations where (i) a system outputs several random variables in response to several inputs, (ii) for each of these responses only some of the inputs may "directly"…
Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both…
Statistical methods are indispensable to scientific inference. However, there exists a longstanding tension across a wide range of scientific disciplines about the role that ``context'' should play in the application of statistical methods…
We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…
Note: Published now as a chapter in "Handbook of the History and Philosophy of Mathematical Practice" (Springer Nature, editor B. Sriraman, https://doi.org/10.1007/978-3-030-19071-2_105-1). The application of mathematical probability theory…
This presentation explains why models with a dynamical symmetry often work extraordinarily well even in the presence of large symmetry breaking interactions. A model may be a caricature of a more realistic system with a "quasi-dynamical"…
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…
Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…
When the number of events associated with a signal process is estimated in particle physics, it is common practice to extrapolate background distributions from control regions to a predefined signal window. This allows accurate estimation…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
Soft set theory provides a direct framework for parameterized decision modeling by assigning to each attribute (parameter) a subset of a given universe, thereby representing uncertainty in a structured way [1, 2]. Over the past decades, the…
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…
Topological statistical theory provides the foundation for a modern mathematical reformulation of classical statistical theory: Structural Statistics emphasizes the structural assumptions that accompany distribution families and the set of…
The gap in statistics between multi-variate and time-series analysis can be bridged by using entropy statistics and recent developments in multi-dimensional scaling. For explaining the evolution of the sciences as non-linear dynamics, the…
This series of papers models the dynamics of a large set of interacting neurons within the framework of statistical field theory. The system is described using a two-field model. The first field represents the neuronal activity, while the…
In the rapidly growing literature on explanation algorithms, it often remains unclear what precisely these algorithms are for and how they should be used. In this position paper, we argue for a novel and pragmatic perspective: Explainable…