Superstatistics and isotropic turbulence
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2020.125694
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Beck, Christian, 2000. "Application of generalized thermostatistics to fully developed turbulence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 277(1), pages 115-123.
- Arimitsu, Toshihico & Arimitsu, Naoko, 2002. "PDF of velocity fluctuation in turbulence by a statistics based on generalized entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 305(1), pages 218-226.
- O. Barndorff-Nielsen & P. Blæsild & J. Schmiegel, 2004. "A parsimonious and universal description of turbulent velocity increments," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 41(3), pages 345-363, October.
- Beck, Christian, 2002. "Generalized statistical mechanics and fully developed turbulence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 306(C), pages 189-198.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Davis, Sergio, 2022. "Fluctuating temperature outside superstatistics: Thermodynamics of small systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Quan, L. & Ferrero, E. & Hu, F., 2012. "Relating statistical moments and entropy in the stable boundary layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 231-247.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea, 2016.
"An entropy-based early warning indicator for systemic risk,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 42-59.
- Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015. "An entropy-based early warning indicator for systemic risk," Working Papers 2015:09, Department of Economics, University of Venice "Ca' Foscari".
- Kozaki, M. & Sato, A.-H., 2008. "Application of the Beck model to stock markets: Value-at-Risk and portfolio risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1225-1246.
- Korolev, V.Yu. & Chertok, A.V. & Korchagin, A.Yu. & Zeifman, A.I., 2015. "Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes," Applied Mathematics and Computation, Elsevier, vol. 253(C), pages 224-241.
- Asgarani, Somayeh, 2013. "A set of new three-parameter entropies in terms of a generalized incomplete Gamma function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 1972-1976.
- David Scott & Diethelm Würtz & Christine Dong & Thanh Tran, 2011.
"Moments of the generalized hyperbolic distribution,"
Computational Statistics, Springer, vol. 26(3), pages 459-476, September.
- Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.
- Vindel, Jose M. & Trincado, Estrella, 2010. "The timing of information transmission in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5749-5758.
- Sunoj, S.M. & Krishnan, Aswathy S. & Sankaran, P.G., 2018. "A quantile-based study of cumulative residual Tsallis entropy measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 410-421.
- Ole E. Barndorff-Nielsen & Makoto Maejima & Ken-iti Sato, 2006. "Infinite Divisibility for Stochastic Processes and Time Change," Journal of Theoretical Probability, Springer, vol. 19(2), pages 411-446, June.
- Chernyshov, A.A. & Kozelov, B.V. & Mogilevsky, M.M., 2024. "Non-extensive (Tsallis) q-statistics and auroral glow," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 639(C).
- Ole E. Barndorff-Nielsen, 2016. "Assessing Gamma kernels and BSS/LSS processes," CREATES Research Papers 2016-09, Department of Economics and Business Economics, Aarhus University.
More about this item
Keywords
Superstatistics; Kappa index; Gamma distribution; Kappa distribution; Isotropic turbulence; Structure functions; PDF; DNS;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309924. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.