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Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…

Physics and Society · Physics 2015-01-07 Jack Peterson , Purushottam D. Dixit , Ken A. Dill

MaxEnt's variational principle, in conjunction with Shannon's logarithmic information measure, yields only exponential functional forms in straightforward fashion. In this communication we show how to overcome this limitation via the…

Applications · Statistics 2015-06-04 A. Hernando , A. Plastino

We study the problem of fairly and truthfully allocating $m$ indivisible items to $n$ agents with additive preferences. Specifically, we consider truthful mechanisms outputting allocations that satisfy EF$^{+u}_{-v}$, where, in an…

Computer Science and Game Theory · Computer Science 2025-12-08 Xiaolin Bu , Biaoshuai Tao

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Theoretical Economics · Economics 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

Recently, the distributed state estimation problem for continuous-time linear systems over jointly connected switching networks was solved. It was shown that the estimation errors will asymptotically converge to the origin by using the…

Optimization and Control · Mathematics 2022-10-07 Tao Liu , Jie Huang

We study the Immediate Exchange model, recently introduced by Heinsalu and Patriarca [Eur. Phys. J. B 87: 170 (2014)], who showed by simulations that the wealth distribution in this model converges to a Gamma distribution with shape…

General Finance · Quantitative Finance 2015-06-23 Guy Katriel

This paper studies the income fluctuation problem with capital income risk (i.e., dispersion in the rate of return to wealth). Wealth returns and labor earnings are allowed to be serially correlated and mutually dependent. Rewards can be…

Theoretical Economics · Economics 2018-12-05 Qingyin Ma , John Stachurski , Alexis Akira Toda

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering…

General Finance · Quantitative Finance 2016-06-16 M. Andrecut

A path information is defined in connection with different possible paths of irregular dynamic systems moving in its phase space between two points. On the basis of the assumption that the paths are physically differentiated by their…

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

This study establishes a universal mechanism for entropy production in isolated quantum systems governed by interactions that induce random-phase fluctuations. By developing a resolvent-based framework, we demonstrate that steady-state…

Quantum Physics · Physics 2026-01-16 Zhiqiang Huang , Qing-yu Cai

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

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

Inflationary cosmology leads to the picture of a "multiverse," involving an infinite number of (spatially infinite) post-inflationary thermalized regions, called pocket universes. In the context of theories with many vacua, such as the…

High Energy Physics - Theory · Physics 2011-05-05 Jaume Garriga , Delia Schwartz-Perlov , Alexander Vilenkin , Sergei Winitzki

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

A combinatorial market consists of a set of indivisible items and a set of agents, where each agent has a valuation function that specifies for each subset of items its value for the given agent. From an optimization point of view, the goal…

Computer Science and Game Theory · Computer Science 2023-01-05 Kristóf Bérczi , Laura Codazzi , Julian Golak , Alexander Grigoriev

Many Imitation and Reinforcement Learning approaches rely on the availability of expert-generated demonstrations for learning policies or value functions from data. Obtaining a reliable distribution of trajectories from motion planners is…

Robotics · Computer Science 2021-07-13 Alexander Lambert , Byron Boots

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

The frequency of the preferred order for a noun phrase formed by demonstrative, numeral, adjective and noun has received significant attention over the last two decades. We investigate the actual distribution of the 24 possible orders.…

Computation and Language · Computer Science 2026-01-23 Ramon Ferrer-i-Cancho