英文标题：
《Transitions between superstatistical regimes: validity, breakdown and
  applications》
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作者：
Petr Jizba, Jan Korbel, Hynek Lavi\\v{c}ka, Martin Prok\\v{s}, V\\\'aclav
  Svoboda, Christian Beck
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最新提交年份：
2017
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英文摘要：
  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 nuisance 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. 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.
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中文摘要：
超统计是非平衡统计物理中广泛使用的工具，在分析层次复杂动力系统中起着重要作用。然而，当应用于复杂的经验数据时，它在单个干扰参数方面的“规范”公式往往过于严格。在这里，我们表明，超统计范式的多尺度推广更具通用性，可以解决统计数据的嬗变或尺度间随机行为等相关问题。为了让我们更深入地了解情况，我们通过分析七家选定公司的高频（分钟滴答声）股价回报数据，为两种超级统计制度之间的过渡提供了数字证据。还简要讨论了分数扩散过程中超统计的分解或与布朗从属的联系等突出问题。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Statistical Mechanics        统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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