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Sustainable energy systems require flexible elements to balance the variability of renewable energy sources. Demand response aims to adapt the demand to the variable generation, in particular by shifting the load in time. In this article,…

Physics and Society · Physics 2022-07-04 Chengyuan Han , Dirk Witthaut , Leonardo Rydin Gorjão , Philipp C. Böttcher

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…

Statistical Mechanics · Physics 2015-05-14 V. V. Ryazanov

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

Statistical Mechanics · Physics 2007-05-23 Fabio Sattin

This research investigates an equation of productivity for workflows regarding its robustness towards the definition of workflows as probabilistic distributions. The equation was formulated across its derivations through a theoretical…

Optimization and Control · Mathematics 2019-07-25 Charles Roberto Telles

A central question in economics is whether automation will displace human labor and diminish standards of living. Whilst prior works typically frame this question as a competition between human labor and machines, we frame it as a…

General Economics · Economics 2023-07-28 B. N. Kausik

In many applied fields it is desired to make predictions with the aim of assessing the plausibility of more severe events than those already recorded to safeguard against calamities that have not yet occurred. This problem can be analysed…

Methodology · Statistics 2023-11-21 S. A. Padoan , Stefano Rizzelli

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

The widening inequality in income distribution in recent years, and the associated excessive pay packages of CEOs in the U.S. and elsewhere, is of growing concern among policy makers as well as the common person. However, there seems to be…

Economics · Quantitative Finance 2014-11-13 Venkat Venkatasubramanian , Yu Luo , Jay Sethuraman

Thermodynamic stability of statistical systems requires that susceptibilities be semipositive and finite. Susceptibilities are known to be related to the fluctuations of extensive observable quantities. This relation becomes nontrivial,…

Statistical Mechanics · Physics 2009-11-11 V. I. Yukalov

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…

Statistics Theory · Mathematics 2017-05-24 Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

Risk Management · Quantitative Finance 2016-07-19 Jianxi Su , Edward Furman

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…

Statistical Mechanics · Physics 2009-08-08 Arnab Saha , Sourabh Lahiri , A. M. Jayannavar

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

Several implications of well-known fluctuation theorems, on the statistical properties of the entropy production, are studied using various approaches. We begin by deriving a tight lower bound on the variance of the entropy production for a…

Statistical Mechanics · Physics 2015-05-20 Neri Merhav , Yariv Kafri

In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…

Statistical Mechanics · Physics 2024-01-08 Debra J. Searles , Stephen Sanderson

A detailed empirical analysis of the productivity of non financial firms across several countries and years shows that productivity follows a non-Gaussian distribution with power law tails. We demonstrate that these empirical findings can…

Physics and Society · Physics 2009-11-10 T. Di Matteo , T. Aste , M. Gallegati

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…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck
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