Skewed superstatistical distributions from a Langevin and Fokker-Planck approach
Erik Van der Straeten, Christian Beck

TL;DR
This paper derives superstatistical distributions from wind speed data using Langevin and Fokker-Planck models with position-dependent parameters, linking inhomogeneous fluctuations to superstatistics.
Contribution
It introduces a method to extract superstatistical distributions directly from data and connects Langevin/Fokker-Planck models with superstatistics in the overdamped limit.
Findings
Extracted superstatistical distribution from wind data
Constructed Langevin and Fokker-Planck models with position-dependent $eta$
Models reduce to standard superstatistics in overdamped limit
Abstract
The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind speed fluctuations and extract the superstatistical distribution function directly from the data. We construct suitable Langevin and Fokker-Planck models with a position dependent -field and show that they reduce to standard type of superstatistics in the overdamped limit.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling
