相关论文: From time series to superstatistics

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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…

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 $\beta = 1/(k_B T)$…

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…

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…