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Living organisms survive and multiply even though they have uncertain and incomplete information about their environment and imperfect models to predict the consequences of their actions. Bayesian models have been proposed to face this…

Emerging Technologies · Computer Science 2015-11-13 Jacques Droulez , David Colliaux , Audrey Houillon , Pierre Bessière

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are…

Statistical Mechanics · Physics 2009-10-31 N. Vandewalle , Ph. Boveroux , F. Brisbois

Quasi-equilibrium models for aggregate variables are widely-used throughout finance and economics. The validity of such models depends crucially upon assuming that the systems' participants behave both independently and in a Markovian…

Trading and Market Microstructure · Quantitative Finance 2012-09-21 Harbir Lamba

A growing amount of evidence points to the fact that many enzymes exhibit fluctuations in their catalytic activity, which are associated with conformational changes on a broad range of timescales. The experimental study of this phenomenon,…

Quantitative Methods · Quantitative Biology 2017-07-28 Ankit Gupta , Andreas Milias-Argeitis , Mustafa Khammash

Cellular processes do not follow deterministic rules; even in identical environments genetically identical cells can make random choices leading to different phenotypes. This randomness originates from fluctuations present in the…

Molecular Networks · Quantitative Biology 2016-02-02 Elijah Roberts , Shay Be'er , Chris Bohrer , Rati Sharma , Michael Assaf

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

Other Condensed Matter · Physics 2007-05-23 Jie Wang , Chun-Xia Yang , Pei-Ling Zhou , Ying-Di Jin , Tao Zhou , Bing-Hong Wang

The ability of a deterministic, plastic system to learn to imitate stochastic behavior is analyzed. Two neural networks -actually, two perceptrons- are put to play a zero-sum game one against the other. The competition, by acting as a kind…

Disordered Systems and Neural Networks · Physics 2009-10-31 I. Samengo , D. H. Zanette

This research proposes the econophysics kinetic market model as an evolutionary algorithm's instance. The immediate results from this proposal is a new replacement rule for family competition genetic algorithms. It also represents a…

Neural and Evolutionary Computing · Computer Science 2019-06-05 Evandro Luquini , Nizam Omar

A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…

Statistical Mechanics · Physics 2009-11-13 R. Dean Astumian

Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…

Molecular Networks · Quantitative Biology 2008-09-18 Vahid Shahrezaei , Julien F Ollivier , Peter S Swain

We present a simple discrete model for the non-linear spatial interaction of different kinds of ``subpopulations'' composed of identical moving entities like particles, bacteria, individuals, etc. The model allows to mimic a variety of…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Tadeusz Platkowski

Biological populations are subject to fluctuating environmental conditions. Different adaptive strategies can allow them to cope with these fluctuations: specialization to one particular environmental condition, adoption of a generalist…

Populations and Evolution · Quantitative Biology 2017-09-27 Andreas Mayer , Thierry Mora , Olivier Rivoire , Aleksandra M. Walczak

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

General Finance · Quantitative Finance 2013-01-01 João P. da Cruz , Pedro G. Lind

We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 D. Lacoste , A. W. C. Lau , K. Mallick

Decision-making individuals often imitate their highest-earning fellows rather than optimize their own utilities, due to bounded rationality and incomplete information. Perpetual fluctuations between decisions have been reported as the…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Yiheng Fu , Pouria Ramazi

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…

Statistical Mechanics · Physics 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

Recent experiments using fluorescence spectroscopy have been able to probe the dynamics of conformational fluctuations in proteins. The fluctuations are Gaussian but do not decay exponentially, and are therefore, non-Markovian. We present a…

Statistical Mechanics · Physics 2008-10-14 Arti Dua , R. Adhikari

Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this…

Physics and Society · Physics 2014-10-03 J. M. R. Parrondo , L. Dinis

The nonequilibrium response and fluctuations of Markovian systems, both near and far from equilibrium, are best understood by varying their parameters along dynamical equivalence classes. In this note, I illustrate this approach for an…

Statistical Mechanics · Physics 2024-04-03 David Andrieux