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Non-Bayesian social learning theory provides a framework that models distributed inference for a group of agents interacting over a social network. In this framework, each agent iteratively forms and communicates beliefs about an unknown…

Artificial Intelligence · Computer Science 2020-08-26 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

In this work we consider the classical non-linear Boltzmann equation, where the unknown is the distribution function $f$, which depends on the time $t$, the vector $\mathbf{x}$ (the position of a molecule) and its velocity $\mathbf{\xi}$.…

Mathematical Physics · Physics 2017-11-29 Armando Majorana

Bridging the gap between individual agent behavior and macroscopic societal patterns is a central challenge in the social sciences. In this work, we propose a solution to this problem via a kinetic theory formulation. We demonstrate that…

Physics and Society · Physics 2025-11-13 Miguel A. Durán-Olivencia

We studied the Bouchaud-M\'ezard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution…

Adaptation and Self-Organizing Systems · Physics 2012-09-19 Takashi Ichinomiya

We consider a constrained hierarchical opinion dynamics in the case of leaders' competition and with complete information among leaders. Each leaders' group tries to drive the followers' opinion towards a desired state accordingly to a…

Optimization and Control · Mathematics 2017-12-12 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

We introduce and discuss a kinetic framework describing the time evolution of the statistical distributions of a population divided into the compartments of susceptible, infectious, recovered, and resistant in the presence of a microbial…

Populations and Evolution · Quantitative Biology 2026-05-07 Marco Menale , Giuseppe Toscani , Mattia Zanella

We study the impact of contact heterogeneity on epidemic dynamics. A system characterized by multiple susceptible populations is considered. The description of the spread of an infectious disease is obtained through the study of a system of…

Physics and Society · Physics 2021-11-11 Andrea Medaglia , Mattia Zanella

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…

Statistical Mechanics · Physics 2008-12-10 Adrian A. Dragulescu

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found…

Physics and Society · Physics 2016-03-21 Asim Ghosh , Arnab Chatterjee , Jun-ichi Inoue , Bikas K. Chakrabarti

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Samuel E. Vazquez , Simone Severini

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the social sciences. This class of models can be easily adapted…

Physics and Society · Physics 2013-06-18 Marco Patriarca , Anirban Chakraborti

A network of agents interacting both with competitive and/or cooperative mechanisms is modeled by using fermionic ladder operators. The time evolution of the network is assumed to be governed by a Hermitian time-independent Hamiltonian…

Physics and Society · Physics 2025-05-30 G. Giunta , M. Gorgone , F. Oliveri

We consider a $N$-particle model describing an alignment mechanism due to a topological interaction among the agents. We show that the kinetic equation, expected to hold in the mean-field limit $N \to \infty$, as following from the previous…

Mathematical Physics · Physics 2018-03-07 Pierre Degond , Mario Pulvirenti

We focus on the problem of how wealth is distributed among the units of a networked economic system. We first review the empirical results documenting that in many economies the wealth distribution is described by a combination of…

General Finance · Quantitative Finance 2008-12-02 Diego Garlaschelli , Maria I. Loffredo

We investigate the effect of tax evasion on the income distribution and the inequality index of a society through a kinetic model described by a set of nonlinear ordinary differential equations. The model allows to compute the global…

General Finance · Quantitative Finance 2014-08-25 Maria Letizia Bertotti , Giovanni Modanese

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

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

General Finance · Quantitative Finance 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

We show, analytically and numerically, that wealth distribution in the Bouchaud-M\'ezard network model of the economy is described by a three-parameter generalized inverse gamma distribution. In the mean-field limit of a network with any…

Statistical Finance · Quantitative Finance 2015-06-11 Tao Ma , John G. Holden , R. A. Serota