CSH Talk by Jan Korbel: “1) Consistency of the Maximum Entropy Principle for Generalized Entropies; 2) Transitions between superstatistical regimes”

The lecture by Jan Korbel will take place at the Complexity Science Hub Vienna in Room 201.

If you are interested in participating, please email to office@csh.ac.at

Abstract:

1) I will discuss the consistency of Maximum entropy principle for generalized entropies (e.g. Tsallis or Rényi entropy). Recently, several authors discussed the statistical consistency of general entropies with different results. During the talk, we show that the class of entropies obeying the consistency axioms is relatively large and enables us to model systems with inherent correlations. 2) Superstatistics is a tool which enables us to model processes on different scales assuming the existence of local equilibria. In the original definition are only two scales present. We show how to generalized the superstatistics to arbitrary number of characteristics scales, leading into transition of superstatistics for different (time)-scales. We also demonstrate the transition on the example of high-frequency data from financial markets.