Phys. Rev. E 72, 056133 (2005) [8 pages]From time series to superstatisticsSee Also: Erratum Received 18 July 2005; published 29 November 2005 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: χ2 superstatistics (Tsallis statistics), inverse χ2 superstatistics, and log-normal superstatistics. We discuss how to extract the two relevant well separated superstatistical time scales τ and T, the probability density of the superstatistical parameter β, and the correlation function for β from the experimental data. We illustrate our approach by applying it to velocity time series measured in turbulent Taylor-Couette flow, which is well described by log-normal superstatistics and exhibits clear time scale separation. © 2005 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevE.72.056133
DOI:
10.1103/PhysRevE.72.056133
PACS:
05.70.−a, 05.40.−a, 47.27.Eq
See AlsoErratum: Christian Beck, Ezechiel G. Cohen, and Harry L. Swinney, Erratum: From time series to superstatistics [Phys. Rev. E 72, 056133 (2005)], Phys. Rev. E 73, 049905 (2006). |
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