相关论文: From time series to superstatistics
Superstatistics (Physica A 322, 267-275, 2003) is a formalism that attempts to explain the presence of distributions other than the Boltzmann-Gibbs distributions in Nature, typically power-law behavior, for systems out of equilibrium such…
We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
Superstatistics is an elegant framework for the description of steady-state thermodynamics, mostly used for systems with long-range interactions such as plasmas. In this work, we show that the potential energy distribution of a classical…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
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…
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…
One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
For non-equilibrium systems in a steady state we present two necessary and sufficient conditions for the emergence of $q$-canonical ensembles, also known as Tsallis statistics. These conditions are invariance requirements over the…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…
Two research groups have measured turbulent velocity statistics in superfluid helium using different techniques. The results were in conflict: one experiment revealed Gaussian distributions(as observed in ordinary turbulence), the other…
Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity…
Air pollution by Nitrogen Oxides (NOx) is a major concern in large cities as it has severe adverse health effects. However, the statistical properties of air pollutants are not fully understood. Here, we use methods borrowed from…
It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…
We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…
We report the complete statistical treatment of a system of particles interacting via Newtonian forces in continuous boundary-driven flow, far from equilibrium. By numerically time-stepping the force-balance equations of a model fluid we…
The most complicated phenomena of equilibrium statistics, phase separations and transitions of various order and critical phenomena, can clearly and sharply be seen even for small systems in the topology of the curvature of the…
Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…