Fluctuations of entropy and log-normal superstatistics

Log-Normal Superstatistics for Brownian Particles in a Heterogeneous Environment

Superstatistical approaches have played a crucial role in the investigations of mixtures of Gaussian processes. Such approaches look to describe non-Gaussian diffusion emergence in single-particle tracking experiments realized in soft and biological matter. Currently, relevant progress in superstatistics of Gaussian diffusion processes has been investigated by applying χ2-gamma and χ2-gamma inverse superstatistics to systems of particles in a heterogeneous environment whose diffusivities are randomly distributed; such situations imply Brownian yet non-Gaussian diffusion. In this paper, we present how the log-normal superstatistics of diffusivities modify the density distribution function for two types of mixture of Brownian processes. Firstly, we investigate the time evolution of the ensemble of Brownian particles with random diffusivity through the analytical and simulated points of view. Furthermore, we analyzed approximations of the overall probability distribution for log-normal superstatistics of Brownian motion. Secondly, we propose two models for a mixture of scaled Brownian motion and to analyze the log-normal superstatistics associated with them, which admits an anomalous diffusion process. The results found in this work contribute to advances of non-Gaussian diffusion processes and superstatistical theory.

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.

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.