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The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution is introduced and studied. The new…

Methodology · Statistics 2012-12-05 Marcelo B. Pereira , Rodrigo B. Silva , Luz M. Zea , Gauss M. Cordeiro

This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of surplus/deficit distribution, and the long-time distributions are…

Economics · Quantitative Finance 2016-05-12 Eleonora Perversi , Eugenio Regazzini

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé

This study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities…

Probability · Mathematics 2009-11-11 Alexander M. Chebotarev

We model sectoral production by cascading binary compounding processes. The sequence of processes is discovered in a self-similar hierarchical structure stylized in the economy-wide networks of production. Nested substitution elasticities…

General Economics · Economics 2024-12-31 Satoshi Nakano , Kazuhiko Nishimura

A quantum mechanical generalization of superstatistics is presented here based on the positive operator valued measure transformation property of the system density matrix. This procedure reveals that the origin of the fluctuating factors…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. K. Rajagopal

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or reinsurance premiums and related quantities (Large Claim Index,…

Econometrics · Economics 2019-12-30 Arthur Charpentier , Emmanuel Flachaire

Adam Smith's inquiry into the emergence and stability of the self-organization of the division of labor in commodity production and exchange is considered using statistical equilibrium methods from statistical physics. We develop a…

Theoretical Economics · Economics 2024-09-17 Ellis Scharfenaker , Bruno Theodosio , Duncan K. Foley

The response threshold model explains the emergence of division of labor (i.e., task specialization) in an unstructured population by assuming that the individuals have different propensities to work on different tasks. The incentive to…

Populations and Evolution · Quantitative Biology 2024-04-29 José F. Fontanari , Viviane M. de Oliveira , Paulo R. A. Campos

By focusing on the interchangeable role in a generating function (i.e., $\beta \leftrightarrow E$ in the Laplace transform), the superstatistics proposed by Beck and Cohen can be viewed as a counterpart of the canonical partition function.…

Statistical Mechanics · Physics 2007-05-23 Takuya Yamano

L-shape probability distributions are extremely non-Gaussian distributions that have been surprisingly successful in describing the frequency of occurrence of extreme events, ranging from stock market crashes and natural disasters, the…

Optics · Physics 2008-09-16 David Borlaug , Sasan Fathpour , Bahram Jalali

The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…

Statistical Mechanics · Physics 2010-12-22 Erik Van der Straeten , Christian Beck

Recent literature on computational notions of fairness has been broadly divided into two distinct camps, supporting interventions that address either individual-based or group-based fairness. Rather than privilege a single definition, we…

Computer Science and Game Theory · Computer Science 2017-07-07 Lily Hu , Yiling Chen

This paper introduces a novel approach to financial crisis prediction by establishing a thermodynamic-like framework derived from the fluctuation theorem of statistical physics. We define market temperature through the probability ratio of…

We study the effects of data sharing between firms on prices, profits, and consumer welfare. Although indiscriminate sharing of consumer data decreases firm profits due to the subsequent increase in competition, selective sharing can be…

Computer Science and Game Theory · Computer Science 2022-05-24 Ronen Gradwohl , Moshe Tennenholtz

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

Statistical Mechanics · Physics 2024-06-21 Shaohua Guan , Qiang Chang , Wen Yao

Among the statistical mechanical frameworks able to describe systems in non-equilibrium steady states such as collisionless plasmas, self-gravitating systems and other complex systems, superstatistics have gained recent attention.…

Statistical Mechanics · Physics 2026-04-21 Sergio Davis

This article is a supplement to my main contribution to the Routledge Handbook of Complexity Economics (2023). On the basis of three recent papers, it presents an unconventional perspective on economic inequality from a statistical physics…

General Economics · Economics 2023-07-06 Victor M. Yakovenko

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

Disordered Systems and Neural Networks · Physics 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo