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We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…

General Finance · Quantitative Finance 2019-02-20 J. Rosenblatt

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Statistical Mechanics · Physics 2015-06-12 Giorgio Sonnino , György Steinbrecher , Alessandro Cardinali , Alberto Sonnino , Mustapha Tlidi

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

Statistical Finance · Quantitative Finance 2020-10-06 Caglar Tuncay

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

Statistical Mechanics · Physics 2009-11-11 E. V. Vakarin , J. P. Badiali

Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…

Physics and Society · Physics 2015-03-18 Ryohei Hisano , Didier Sornette , Takayuki Mizuno

Exponential families form the backbone of modern statistics and machine learning, but textbooks seldom derive them from first principles in an accessible way. Although minimal sufficiency and the principle of maximum entropy, originating in…

Methodology · Statistics 2026-04-27 Korbinian Strimmer

We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random.…

Probability · Mathematics 2025-01-15 Roberto Cortez , Fei Cao

Certain fluctuations in particle number at fixed total energy lead exactly to a cut-power law distribution in the one-particle energy, via the induced fluctuations in the phase-space volume ratio. The temperature parameter is expressed…

Statistical Mechanics · Physics 2014-12-10 Tamas Sandor Biro , Peter Van , Gergely Gabor Barnafoldi , Karoly Urmossy

This paper describes an entropy equation, but one that should be used for measuring energy and not information. In relation to the human brain therefore, both of these quantities can be used to represent the stored information. The human…

Artificial Intelligence · Computer Science 2020-08-12 Kieran Greer

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

General Finance · Quantitative Finance 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

Statistical mechanics is generalized on the basis of an additive information theory for incomplete probability distributions. The incomplete normalization $\sum_{i=1}^wp_i^q=1$ is used to obtain generalized entropy $S=-k\sum_{i=1}^wp_i^q\ln…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

In social contexts where individuals consume varying amounts, such as shared meals or bar gatherings, splitting the total bill equally often yields surprisingly fair outcomes. In this work, we develop a statistical physics framework to…

Physics and Society · Physics 2025-10-21 Nuno Crokidakis , Lucas Sigaud

Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…

Statistical Mechanics · Physics 2013-12-24 E. V. Vakarin

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan

Uncovering human mobility patterns is of fundamental importance to the understanding of epidemic spreading, urban transportation and other socioeconomic dynamics embodying spatiality and human travel. According to the direct travel diaries…

Physics and Society · Physics 2013-09-24 Xiao-Yong Yan , Xiao-Pu Han , Bing-Hong Wang , Tao Zhou

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to…

Statistical Mechanics · Physics 2008-12-02 Wataru Souma

We consider a simple model of a closed economic system where the total money is conserved and the number of economic agents is fixed. In analogy to statistical systems in equilibrium, money and the average money per economic agent are…

Statistical Mechanics · Physics 2009-10-31 Anirban Chakraborti , Bikas K. Chakrabarti
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