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Related papers: From time series to superstatistics

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We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Erik Van der Straeten , Christian Beck

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

Superstatistics is a `statistics of a statistics' relevant for driven nonequilibrium systems with fluctuating intensive parameters. It contains Tsallis statistics as a special case. We show that the probability density functions of velocity…

Fluid Dynamics · Physics 2009-11-10 Christian Beck

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Christian Beck

Superstatistics is a superposition of two different statistics relevant for driven nonequilibrium systems with a stationary state and intensive parameter fluctuations. It contains Tsallis statistics as a special case. After briefly…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

We provide an overview on superstatistical techniques applied to complex systems with time scale separation. Three examples of recent applications are dealt with in somewhat more detail: the statistics of small-scale velocity differences in…

Statistical Mechanics · Physics 2009-02-15 Christian Beck

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

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

In non-equilibrium states, currents are produced by irreversible processes that take a system toward the equilibrium state, where the current vanishes. We demonstrate, in a general setting, that a superstatistics arises when the system…

Statistical Mechanics · Physics 2015-05-28 Mohammad Mehrafarin

Superstatistics is a general method from nonequilibrium statistical physics which has been applied to a variety of complex systems, ranging from hydrodynamic turbulence to traffic delays and air pollution dynamics. Here, we investigate…

Atmospheric and Oceanic Physics · Physics 2024-08-12 Benjamin Schäfer , Catherine M. Heppell , Hefin Rhys , Christian Beck

We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose…

Statistical Mechanics · Physics 2011-01-10 Erik Van der Straeten , Christian Beck

Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time…

Statistical Finance · Quantitative Finance 2016-04-20 Dan Xu , Christian Beck

Nonequilibrium systems with large-scale fluctuations of a suitable system parameter are often effectively described by a superposition of two statistics, a superstatistics. Here we illustrate this concept by analysing experimental data of…

Statistical Mechanics · Physics 2009-11-11 C. Beck , E. G. D. Cohen , S. Rizzo

We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

Superstatistics [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism aimed at describing statistical properties of a generic extensive quantity E in complex out-of-equilibrium systems in terms of a superposition of…

Statistical Mechanics · Physics 2018-08-07 F. Sattin

Non-equilibrium systems in steady states are commonly described by generalized statistical mechanical theories such as non-extensive statistics and superstatistics. Superstatistics assumes that the inverse temperature $\beta = 1/(k_B T)$…

Statistical Mechanics · Physics 2025-03-25 Sergio Davis

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd
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