Asymptotics of superstatistics
arXiv:cond-mat/0408091 · doi:10.1103/PhysRevE.71.016131
Abstract
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special case. We develop here a technique that allows us to analyze the large energy asymptotics of the stationary distributions of general superstatistics. A saddle-point approximation is developed which relates this problem to a variational principle. Several examples are worked out in detail.
Published version, few typos corrected, 7 pages, 1 figure, RevTeX4
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