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Related papers: From time series to superstatistics

200 papers

Within Tsallis' nonextensive statistics, a model is elaborated to address self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…

Statistical Mechanics · Physics 2015-05-14 V. V. Ryazanov

Superpositions of different statistics on different time or spatial scales (in short, superstatistics) can naturally lead to an effective description by nonextensive statistical mechanics. We first discuss the role of escort distributions…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

We review some of the properties of higher-dimensional superstatistical stochastic models. As an example, we analyse the stochastic properties of a superstatistical model of 3-dimensional Lagrangian turbulence, and compare with experimental…

Statistical Mechanics · Physics 2009-11-13 Christian Beck

Within Tsallis statistics, a picture is elaborated to address self--similar time series as a thermodynamic system. Thermodynamic--type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

Superstatistics is a framework in nonequilibrium statistical mechanics that successfully describes a wide variety of complex systems, including hydrodynamic turbulence, weakly-collisional plasmas, cosmic rays, power grid fluctuations, among…

Statistical Mechanics · Physics 2020-01-29 Sergio Davis

Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…

Statistical Mechanics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…

Fluid Dynamics · Physics 2011-05-03 Adam C. Perkins , Roman O. Grigoriev , Michael F. Schatz

We apply non-extensive methods to the statistical analysis of fully developed turbulent flows. Probability density functions of velocity differences at distance r obtained by extremizing the Tsallis entropies coincide well with what is…

Statistical Mechanics · Physics 2007-05-23 Christian Beck

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

Mesoscopic systems in a slowly fluctuating environment are often well described by superstatistical models. We develop a generalized statistical mechanics formalism for superstatistical systems, by mapping the superstatistical complex…

Statistical Mechanics · Physics 2015-05-19 Christian Beck

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

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

Statistical Mechanics · Physics 2007-05-23 Fabio Sattin

Recently there has been some progress in modeling the statistical properties of turbulent flows using simple superstatistical models. Here we briefly review the concept of superstatistics in turbulence. In particular, we discuss a…

Fluid Dynamics · Physics 2007-05-23 Christian Beck

The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for…

Statistical Mechanics · Physics 2020-02-26 Yahui Zheng , Jiulin Du , Linxia Liu , Huijun Kong

We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…

Statistical Mechanics · Physics 2020-11-24 Zhifu Huang , Yuqing Wang

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

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