From time series to superstatistics.

@article{Beck2005FromTS,
  title={From time series to superstatistics.},
  author={C. Beck and E. G. Cohen and H. Swinney},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2005},
  volume={72 5 Pt 2},
  pages={
          056133
        }
}
  • C. Beck, E. G. Cohen, H. Swinney
  • Published 2005
  • Mathematics, Physics, Medicine
  • Physical review. E, Statistical, nonlinear, and soft matter physics
  • Complex nonequilibrium systems are often effectively described by a "statistics of a statistics", in short, a "superstatistics". We describe how to proceed from a given experimental time series to a superstatistical description. We argue that many experimental data fall into three different universality classes: Chi2 superstatistics (Tsallis statistics), Chi2 inverse superstatistics, and log-normal superstatistics. We discuss how to extract the two relevant well separated superstatistical time… CONTINUE READING
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