DPG Phi
Verhandlungen
Verhandlungen
DPG

Berlin 2018 – scientific programme

Parts | Days | Selection | Search | Updates | Downloads | Help

DY: Fachverband Dynamik und Statistische Physik

DY 71: Poster: Noneq. Stat. Phys., Stoch. Thermo, Brownian Dyn.

DY 71.4: Poster

Thursday, March 15, 2018, 15:30–18:00, Poster A

Transitions between superstatistical regimes: validity, breakdown and applicationsPetr Jizba1,2, •Jan Korbel3,1, Hynek Lavicka4,5, Martin Proks1, Vaclav Svoboda1, and Christian Beck61Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Czech Republic — 2Institute of Theoretical Physics, Freie Universitaet Berlin, Germany — 3Department of Physics, Zhejiang University, Hangzhou, P. R. China — 4Alten Belgium N.V., Brussels, Belgium — 5Department of Institutional, Environmental and Experimental Economics, University of Economics in Prague, Czech Republic — 6School of Mathematical Sciences, Queen Mary, University of London, United Kingdom

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single parameter is often too restrictive when applied to complex empirical data. Here we show that a multi-scale generalization of the superstatistics paradigm is more versatile, allowing to address such pertinent issues as transmutation of statistics or inter-scale stochastic behavior [1]. To put some flesh on the bare bones, we provide a numerical evidence for a transition between two superstatistics regimes, by analyzing high-frequency (minute-tick) data for share-price returns of seven selected companies. Salient issues, such as breakdown of superstatistics in fractional diffusion processes or connection with Brownian subordination are also briefly discussed. [1] P.Jizba, J. Korbel, H. Lavicka, M. Proks, V. Svoboda, and C. Beck, Physica A 493, 29-46 (2018)

100% | Mobile Layout | Deutsche Version | Contact/Imprint/Privacy
DPG-Physik > DPG-Verhandlungen > 2018 > Berlin