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We consider a simple decision model in which a set of agents randomly choose one of two competing shops selling the same perishable products (typically food). The satisfaction of agents with respect to a given store is related to the…

Physics and Society · Physics 2011-06-21 Gaultier Lambert , Guillaume Chevereau , Eric Bertin

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

General Finance · Quantitative Finance 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

Chaotic Dynamics · Physics 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

The aim of this paper is to demonstrate the efficacy of using Contrastive Random Walk as a curiosity method to achieve faster convergence to the optimal policy.Contrastive Random Walk defines the transition matrix of a random walk with the…

Machine Learning · Computer Science 2022-04-26 Zixuan Pan , Zihao Wei , Yidong Huang , Aditya Gupta

Our computational economic analysis investigates the relationship between inequality, mobility and the financial accumulation process. Extending the baseline model by Levy et al., we characterise the economic process through stylised return…

General Economics · Economics 2020-02-20 Simone Righi , Yuri Biondi

In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…

Mathematical Physics · Physics 2015-06-22 Maurizio Serva

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

Physics and Society · Physics 2015-06-19 A. Agreda , K. Tucci

We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving propensity, and non-Gibbs distributions otherwise. While the…

Statistical Mechanics · Physics 2009-11-10 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…

Probability · Mathematics 2021-04-06 Fei Cao , Pierre-Emmanuel Jabin , Sebastien Motsch

We investigate opinion formation in a kinetic exchange opinion model, where opinions are represented by numbers in the real interval $[-1,1]$ and agents are typified by the individual degree of conviction about the opinion that they…

Physics and Society · Physics 2016-02-25 Allan R. Vieira , Celia Anteneodo , Nuno Crokidakis

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

Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…

Other Condensed Matter · Physics 2026-04-17 Morten Møller , Philipp Rahe , Sadegh Ghaderzadeh , Elena Besley , Philip Moriarty

We propose two nonlinear random walk models which are suitable for the analysis of both chemotaxis and anomalous transport. We derive the balance equations for the population density for the case when the transition rate for a random walk…

Statistical Mechanics · Physics 2010-10-22 Sergei Fedotov

We present a stylized model with feedback loops for the evolution of a population's wealth over generations. Individuals have both talent and wealth: talent is a random variable distributed identically for everyone, but wealth is a random…

Computer Science and Game Theory · Computer Science 2022-09-16 Krishna Acharya , Eshwar Ram Arunachaleswaran , Sampath Kannan , Aaron Roth , Juba Ziani

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

In this paper we consider the modeling of opinion dynamics over time dependent large scale networks. A kinetic description of the agents' distribution over the evolving network is considered which combines an opinion update based on binary…

Numerical Analysis · Mathematics 2016-04-05 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

The problem of a random walk in a disordered media is mapped into a model of a random walk with memory. The latter model, as opposed to the former one, does not make reference to a particular realization of the disorder. The equivalence of…

Condensed Matter · Physics 2009-10-28 Michele Vendruscolo , Matteo Marsili

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

Quantum Physics · Physics 2020-04-08 Suchetana Mukhopadhyay , Parongama Sen

We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…

Statistical Mechanics · Physics 2022-05-25 Silvia Vitali , Paolo Paradisi , Gianni Pagnini

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti
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