Superstatistical distributions from a maximum entropy principle

Reaction rates in quasiequilibrium states

Non-Maxwellian distributions are commonly observed across a wide range of systems and scales. While direct observations provide the strongest evidence for these distributions, they also manifest indirectly through their influence on processes and quantities that strongly depend on the energy distribution, such as reaction rates. In this paper, we investigate reaction rates in the general context of quasiequilibrium systems, which exhibit only local equilibrium. The hierarchical structure of these systems allows their statistical properties to be represented as a superposition of statistics, i.e., superstatistics. Focusing on the three universality classes of superstatistics-χ^{2}, inverse-χ^{2}, and log-normal-we examine how these nonequilibrium distributions influence reaction rates. We analyze, both analytically and numerically, reaction rates for processes involving tunneling phenomena, such as fusion, and identify conditions under which quasiequilibrium distributions outperform Maxwellian distributions in enhancing fusion reactivities. To provide a more detailed quantitative analysis, we further employ semiempirical cross sections to evaluate the effect of these nonequilibrium distributions on ionization and recombination rates in a plasma.

Superstatistics from a dynamical perspective: Entropy and relaxation

Distributions that deviate from equilibrium predictions are commonly observed across a broad spectrum of systems, ranging from laboratory experiments to astronomical phenomena. These distributions are generally regarded as a manifestation of a quasiequilibrium state and can very often be represented as a superposition of statistics, i.e., superstatistics. The underlying idea in this methodology is that the nonequilibrium system consists of a collection of smaller subsystems that remain infinitely close to equilibrium. This procedure has been effectively implemented in a kinetic setting, but thus far, only in the collisionless regime, limiting its scope of application. In this paper, we address the effect of collisions on the relaxation process and time evolution of superstatistical systems. After confronting the superstatistical distributions with experimental and simulation data, relevant to our analysis, we first study the effect of superstatistics on entropy. We explicitly show that, in the absence of long-range interactions, the extensivity of entropy is preserved, albeit influenced by the specific class of temperature fluctuations. Then, we examine how collisions drive the system towards a global equilibrium state, characterized by a maximum entropy, by employing the relaxation time approximation. This allows us to define a dynamical version of superstatistics, characterized by a singular time-varying parameter q(t), which undergoes a continuous evolution towards equilibrium. We show how this approach enables the determination of the evolution of the underlying temperature distribution under the influence of collisions, which act as stochastic forces, gradually narrowing the temperature distribution over time.

Kappa distribution from particle correlations in nonequilibrium, steady-state plasmas

Kappa-distributed velocities in plasmas are common in a wide variety of settings, from low-density to high-density plasmas. To date, they have been found mainly in space plasmas, but are recently being considered also in the modeling of laboratory plasmas. Despite being routinely employed, the origin of the kappa distribution remains, to this day, unclear. For instance, deviations from the Maxwell-Boltzmann distribution are sometimes regarded as a signature of the nonadditivity of the thermodynamic entropy, although there are alternative frameworks such as superstatistics where such an assumption is not needed. In this work we recover the kappa distribution for particle velocities from the formalism of nonequilibrium steady-states, assuming only a single requirement on the dependence between the kinetic energy of a test particle and that of its immediate environment. Our results go beyond the standard derivation based on superstatistics, as we do not require any assumption about the existence of temperature or its statistical distribution, instead obtaining them from the requirement on kinetic energies. All of this suggests that this family of distributions may be more common than usually assumed, widening its domain of application in particular to the description of plasmas from fusion experiments. Furthermore, we show that a description of kappa-distributed plasma is simpler in terms of features of the superstatistical inverse temperature distribution rather than the traditional parameters κ and the thermal velocity v_{th}.

Conditional Entropic Approach to Nonequilibrium Complex Systems with Weak Fluctuation Correlation

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation distribution that maximizes the entropy associated with the conditional fluctuations. The approach is illustrated in diffusion phenomenon of proteins inside bacteria. A further possible illustration is also presented for membraneless organelles in embryos and beads in cell extracts, which share common natures of fluctuations in their diffusion.

Generalized statistical mechanics of stellar systems

The observed distributions of stellar parameters, in particular, rotational and radial velocities, often depart from the Maxwellian (Gaussian) distribution. In the absence of a consistent statistical framework, these distributions are, in general, accounted for phenomenologically by employing power-law distributions, such as Tsallis or Kaniadakis distributions. Here we argue that the observed distributions correspond to locally Gaussian distributions, whose characteristic width is regarded as a statistical variable, in accordance with common knowledge that this parameter is mass dependent. The distributions arising within this picture correspond to superstatistics-a formalism emerging naturally in the context of self-gravitating media. We discuss in detail the distributions arising within this formalism and confront them with observational data of open clusters. We compute their moments and show that the Chandrasekhar-Münch relation remains invariant in this scenario. We also address the effect of these distributions on the thermalization of a massive body, e.g., a supermassive black hole, immersed in a stellar gas. We further discuss how the superstatistical picture clarifies certain ambiguities while offering a whole family of distributions (of which asymptotic power laws represent a special case), opening possibilities for fitting observational data.

Fingerprints of nonequilibrium stationary distributions in dispersion relations

Distributions different from those predicted by equilibrium statistical mechanics are commonplace in a number of physical situations, such as plasmas and self-gravitating systems. The best strategy for probing these distributions and unavailing their origins consists in combining theoretical knowledge with experiments, involving both direct and indirect measurements, as those associated with dispersion relations. This paper addresses, in a quite general context, the signature of nonequilibrium distributions in dispersion relations. We consider the very general scenario of distributions corresponding to a superposition of equilibrium distributions, that are well-suited for systems exhibiting only local equilibrium, and discuss the general context of systems obeying the combination of the Schrödinger and Poisson equations, while allowing the Planck's constant to smoothly go to zero, yielding the classical kinetic regime. Examples of media where this approach is applicable are plasmas, gravitational systems, and optical molasses. We analyse in more depth the case of classical dispersion relations for a pair plasma. We also discuss a possible experimental setup, based on spectroscopic methods, to directly observe these classes of distributions.

Maximum entropy approach to H-theory: Statistical mechanics of hierarchical systems

A formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem-representing the region where the measurements are made-in contact with a set of "nested heat reservoirs" corresponding to the hierarchical structure of the system, where the temperatures of the reservoirs are allowed to fluctuate owing to the complex interactions between degrees of freedom at different scales. The probability distribution function (pdf) of the temperature of the reservoir at a given scale, conditioned on the temperature of the reservoir at the next largest scale in the hierarchy, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox H functions. The distribution of states of the small subsystem is then computed by averaging the quasiequilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of H functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo et al. [Phys. Rev. E 95, 032315 (2017)10.1103/PhysRevE.95.032315] from a stochastic dynamical approach to the problem.

First-passage time for superstatistical Fokker-Planck models

The first-passage-time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the superstatistical approach can be put in one-to-one correspondence with the moments of the FPT. For systems subjected to an additional uncorrelated external force, the same statistical information is obtained from the dependence of the FPT moments on the external force. These results provide an alternative technique for checking the validity of superstatistical models. As an example, we characterize the mean FPT for a forced Brownian particle.

Bose-Einstein condensation of light: general theory

A theory of Bose-Einstein condensation of light in a dye-filled optical microcavity is presented. The theory is based on the hierarchical maximum entropy principle and allows one to investigate the fluctuating behavior of the photon gas in the microcavity for all numbers of photons, dye molecules, and excitations at all temperatures, including the whole critical region. The master equation describing the interaction between photons and dye molecules in the microcavity is derived and the equivalence between the hierarchical maximum entropy principle and the master equation approach is shown. The cases of a fixed mean total photon number and a fixed total excitation number are considered, and a much sharper, nonparabolic onset of a macroscopic Bose-Einstein condensation of light in the latter case is demonstrated. The theory does not use the grand canonical approximation, takes into account the photon polarization degeneracy, and exactly describes the microscopic, mesoscopic, and macroscopic Bose-Einstein condensation of light. Under certain conditions, it predicts sub-Poissonian statistics of the photon condensate and the polarized photon condensate, and a universal relation takes place between the degrees of second-order coherence for these condensates. In the macroscopic case, there appear a sharp jump in the degrees of second-order coherence, a sharp jump and kink in the reduced standard deviations of the fluctuating numbers of photons in the polarized and whole condensates, and a sharp peak, a cusp, of the Mandel parameter for the whole condensate in the critical region. The possibility of nonclassical light generation in the microcavity with the photon Bose-Einstein condensate is predicted.

Log-amplitude statistics for Beck-Cohen superstatistics

As a possible generalization of Beck-Cohen superstatistical processes, we study non-Gaussian processes with temporal heterogeneity of local variance. To characterize the variance heterogeneity, we define log-amplitude cumulants and log-amplitude autocovariance and derive closed-form expressions of the log-amplitude cumulants for χ(2), inverse χ(2), and log-normal superstatistical distributions. Furthermore, we show that χ(2) and inverse χ(2) superstatistics with degree 2 are closely related to an extreme value distribution, called the Gumbel distribution. In these cases, the corresponding superstatistical distributions result in the q-Gaussian distribution with q=5/3 and the bilateral exponential distribution, respectively. Thus, our finding provides a hypothesis that the asymptotic appearance of these two special distributions may be explained by a link with the asymptotic limit distributions involving extreme values. In addition, as an application of our approach, we demonstrated that non-Gaussian fluctuations observed in a stock index futures market can be well approximated by the χ(2) superstatistical distribution with degree 2.

Multicanonical distribution: statistical equilibrium of multiscale systems

A multicanonical formalism is introduced to describe the statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs" with fluctuating "temperatures." The probability distribution of states at small scales is written as an appropriate averaging of the large-scale distribution (the Boltzmann-Gibbs distribution) over these effective internal degrees of freedom. For a large class of systems the multicanonical distribution is given explicitly in terms of generalized hypergeometric functions. As a concrete example, it is shown that generalized hypergeometric distributions describe remarkably well the statistics of acceleration measurements in Lagrangian turbulence.

Hierarchical maximum entropy principle for generalized superstatistical systems and Bose-Einstein condensation of light

A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of superstatistical subsystems, each made up of a set of cells, then the Boltzmann-Gibbs-Shannon entropy should be maximized first for each cell, second for each subsystem, and finally for the whole system. Hierarchical entropy maximization naturally reflects the sufficient time-scale separation between different dynamical levels and allows one to find the distribution of both the intensive parameter and the control parameter for the corresponding superstatistics. The hierarchical maximum entropy principle is applied to fluctuations of the photon Bose-Einstein condensate in a dye microcavity. This principle provides an alternative to the master equation approach recently applied to this problem. The possibility of constructing generalized superstatistics based on a statistics different from the Boltzmann-Gibbs statistics is pointed out.

Generalization of the Beck-Cohen superstatistics

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random control parameter that determines both the density of energy states and the distribution of the intensive parameter for each superstatistical subsystem, thereby forming the third, upper level of dynamics. Generalized superstatistics can be used for nonstationary nonequilibrium systems. The system in which a supercritical multitype age-dependent branching process takes place is an example of a nonstationary generalized superstatistical system. The theory is applied to pair production in a neutron star magnetosphere.

Generalized statistical mechanics for superstatistical systems

Mesoscopic systems in a slowly fluctuating environment are often well described by superstatistical models. We develop a generalized statistical mechanics formalism for superstatistical systems, by mapping the superstatistical complex system onto a system of ordinary statistical mechanics with modified energy levels. We also briefly review recent examples of applications of the superstatistics concept for three very different subject areas, namely train delay statistics, turbulent tracer dynamics and cancer survival statistics.

Specific heat and entropy of N-body nonextensive systems

We have studied finite N-body D-dimensional nonextensive ideal gases and harmonic oscillators, by using the maximum-entropy methods with the q and normal averages (q: the entropic index). The validity range, specific heat and Tsallis entropy obtained by the two average methods are compared. Validity ranges of the q- and normal averages are 0<q<q(U) and q>q(L), respectively, where q(U)=1+(ηDN)(-1), q(L)=1-(ηDN+1)(-1) and η=1/2 (η=1) for ideal gases (harmonic oscillators). The energy and specific heat in the q and normal averages coincide with those in the Boltzmann-Gibbs statistics, although this coincidence does not hold for the fluctuation of energy. The Tsallis entropy for N|q-1|>>1 obtained by the q average is quite different from that derived by the normal average, despite a fairly good agreement of the two results for |q-1|<<1. It has been pointed out that first-principles approaches previously proposed in the superstatistics yield additive N-body entropy (S(N)=NS(1)) which is in contrast with the nonadditive Tsallis entropy.

Fluctuations of entropy and log-normal superstatistics

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent theoretical framework for such a description. Here, a theory is developed for log-normal superstatistics based on the fluctuation theorem for entropy changes as well as the maximum entropy method. This gives novel physical insight into log-normal statistics, other than the traditional multiplicative random processes. A comment is made on a possible application of the theory to the fluctuating energy dissipation rate in turbulence.

Superstatistical fluctuations in time series: applications to share-price dynamics and turbulence

We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter beta that fluctuates on a large time scale as compared to the other time scales of the complex system under consideration. The proposed method extracts the main superstatistical parameters out of a given data set and examines the validity of the superstatistical model assumptions. We test the method thoroughly with surrogate data sets. Then the applicability of the superstatistical approach is illustrated using real experimental data. We study two examples, velocity time series measured in turbulent Taylor-Couette flows and time series of log returns of the closing prices of some stock market indices.

Bose-Einstein and Fermi-Dirac distributions in nonextensive quantum statistics: exact and interpolation approaches

Generalized Bose-Einstein and Fermi-Dirac distributions in nonextensive quantum statistics have been discussed by the maximum-entropy method (MEM) with the optimum Lagrange multiplier based on the exact integral representation [A. K. Rajagopal, R. S. Mendes, and E. K. Lenzi, Phys. Rev. Lett. 80, 3907 (1998)]. It has been shown that the (q-1) expansion in the exact approach agrees with the result obtained by the asymptotic approach valid for O(q-1). Model calculations have been made with a uniform density of states for electrons and with the Debye model for phonons. Based on the result of the exact approach, we have proposed the interpolation approximation to the generalized distributions, which yields results in agreement with the exact approach within O(q-1) and in high- and low-temperature limits. By using the four methods of the exact, interpolation, factorization, and superstatistical approaches, we have calculated coefficients in the generalized Sommerfeld expansion and electronic and phonon specific heats at low temperatures. A comparison among the four methods has shown that the interpolation approximation is potentially useful in the nonextensive quantum statistics. Supplementary discussions have been made on the (q-1) expansion of the generalized distributions based on the exact approach with the use of the un-normalized MEM, whose results also agree with those of the asymptotic approach.