相关论文: Asymptotics of superstatistics
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…
It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration…
In a recent letter (EPL, 104 (2013) 60003) we suggested a way to avoid divergences inherent to the formulation of nonextensive statistical mechanics. They can be eliminated via the use of a q-Laplace transformation, which was illustrated…
The statistical mechanics of a cloud of particles interacting via their gravitational potentials is an old problem which encounters some issues when the traditional Boltzmann-Gibbs statistics is applied. In this article, we consider the…
Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…
In this note we describe some results concerning non-relativistic quantum systems at positive temperature and density confined to macroscopically large regions of physical space which are under the influence of some local, time-dependent…
This work deals with the physical system governed by a Hamiltonian operator, in two-dimensional space, of spinless charged particles subject to a perpendicular magnetic field B, coupled with a harmonic potential in the context of…
Examples of joint probability distributions are studied in terms of Tsallis' nonextensive statistics both for correlated and uncorrelated variables, in particular it is explicitely shown how correlations in the system can make Tsallis…
Tsallis' thermostatistics is by now recognized as a new paradigm for statistical mechanical considerations. However, it is still affected by a serious hindrance: the generalization of thermodynamics' zero-th law to a nonextensive scenario…
We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency…
This article extends results described in a recent article detailing a structural scale invariance property of the simulated annealing (SA) algorithm. These extensions are based on generalizations of the SA algorithm based on Tsallis…
Extensive numerical evidence shows that the assimilation of observations has a stabilizing effect on unstable dynamics, in numerical weather prediction and elsewhere. In this paper, we apply mathematically rigorous methods to showing why…
For a paradigmatic case, the standard map, we discuss how the statistical description of the approach to equilibrium is related to the sensitivity to the initial conditions of the system. Using a numerical analysis we present an anomalous…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
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…
Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…
We consider the self-similar phase space with reduced fractal dimension $d$ being distributed within domain $0<d<1$ with spectrum $f(d)$. Related thermostatistics is shown to be governed by the Tsallis' formalism of the non-extensive…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…