Asymptotics of superstatistics

2004/08/31 by Hugo Touchette, Christian Beck · 4 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #Statistical Mechanics and Entropy #cond-mat.stat-mech

paper · pdf · doi:10.1103/physreve.71.016131

published as Phys. Rev. E 71, 016131, 2005 · Published version, few typos corrected, 7 pages, 1 figure, RevTeX4

openalex publication_date 2005/01/01 · arxiv created 2005/01/26 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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 case. We develop here a technique that allows us to analyze the large energy asymptotics of the stationary distributions of general superstatistics. A saddle-point approximation is developed which relates this problem to a variational principle. Several examples are worked out in detail.

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