Superstatistics for fractional systems

2013/05/04 by B. R. Gadjiev, Bahruz Gadjiev, Gadjiev, Bahruz · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Physical sciences #Fractional Differential Equations Solutions #Statistical Mechanics (cond-mat.stat-mech) #Statistical Mechanics and Entropy #cond-mat.stat-mech

paper · pdf · doi:10.48550/arxiv.1305.0933

arxiv created 2013/05/04 · openalex publication_date 2013/05/04 · arxiv updated 2013/05/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The purpose of this paper is to develop a new fractional dynamical approach to superstatistics. Namely, we show that superstatistical distribution functions can be obtained from stationary solutions of the generalized Fokker-Planck equation for fractional systems by using the fractional generalization Bayes' theorem. We present specific examples of such distribution functions for fractional systems.

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• Bayesian inference and superstatistics to describe long memory processes\n of financial time series

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