相关论文: From time series to superstatistics

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

On the basis of the dynamical interpretation of Monte Carlo simulations, we discuss the relation of the equilibrium relaxation time, the susceptibility and the statistical error. We introduce a new quantity called {\it the statistical…

Superstatistics and Tsallis statistics in statistical mechanics is given an interpretation in terms of Bayesian statistical analysis. Subsequently superstatistics is extended by replacing each component of the conditional and marginal…

The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are driven by empirical means can be improved by using sliding…

Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…

Fundamental inconsistencies of superstatistics are highlighted. There is no such thing as a superposition of Boltzmann factors; what is actually derived is a generating function and not a normalizable probability density. The beta density…

The theory of superstatistics, originally proposed for the study of complex nonequilibrium systems, has recently been extended to studies of small systems interacting with a finite environment, because such systems display interestingly…

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

The relaxation time approximation (RTA) is a well known method of describing the time evolution of a statistical ensemble by linking distributions of the variables of interest at different stages of their temporal evolution. We show that if…

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Distributions exhibiting fat tails occur frequently in many different areas of science. A dynamical reason for fat tails can be a so-called superstatistics, where one has a superposition of local Gaussians whose variance fluctuates on a…

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Among the statistical mechanical frameworks able to describe systems in non-equilibrium steady states such as collisionless plasmas, self-gravitating systems and other complex systems, superstatistics have gained recent attention.…

We provide an overview of Tsallis statistics, presented as a special case of superstatistics and applied to the multiparticle processes described by the statistical cluster model. This model combines Boltzman statistics applied to…

Plasmas and other systems with long-range interactions are commonly found in non-equilibrium steady states that are outside traditional Boltzmann-Gibbs statistics, but can be described using generalized statistical mechanics frameworks such…

The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…

An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization…

Within the Tsallis thermodynamics' framework, and using scaling properties of the entropy, we derive a generalization of the Gibbs-Duhem equation. The analysis suggests a transformation of variables that allows standard thermodynamics to be…