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Phys. Rev. E 74, 036120 (2006) [5 pages]

Maximum entropy approach to power-law distributions in coupled dynamic-stochastic systems

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E. V. Vakarin and J. P. Badiali
UMR 7575 LECA ENSCP-UPMC-CNRS, 11 rue P. et M. Curie, 75231 Cedex 05, Paris, France

Received 3 May 2006; published 27 September 2006

Statisticalproperties of coupled dynamic-stochastic systems are studied within a combinationof the maximum information principle and the superstatistical approach. Theconditions at which the Shannon entropy functional leads to power-lawstatistics are investigated. It is demonstrated that, from a quitegeneral point of view, the power-law dependencies may appear asa consequence of "global" constraints restricting both the dynamic phasespace and the stochastic fluctuations. As a result, at sufficientlylong observation times the dynamic counterpart is driven into anonequilibrium steady state whose deviation from the usual exponential statisticsis given by the distance from the conventional equilibrium.

©2006 The American Physical Society

URL:	http://link.aps.org/doi/10.1103/PhysRevE.74.036120
DOI:	10.1103/PhysRevE.74.036120
PACS:	89.75.Da 89.75.Da Systems obeying scaling laws YEAR: 2006
KEYWORDS:	stochastic processes, fluctuations, maximum entropy methods, statistical analysis

REFERENCES (35)

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