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We have studied numerically the statistical mechanics of the dynamic phenomena, including money circulation and economic mobility, in some transfer models. The models on which our investigations were performed are the basic model proposed…

Physics and Society · Physics 2008-12-02 Yougui Wang , Ning Ding

This study examines the statistical nature of instantaneous scalar concentration in an elevated point-source plume (neutral or buoyant) dispersing within a turbulent boundary layer. Using high-frequency long-duration experimental…

Fluid Dynamics · Physics 2026-01-29 Miaoyan Pang , Krishna M Talluru , Kapil Chauhan

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process…

Statistics Theory · Mathematics 2007-06-13 Gary Lorden , Moshe Pollak

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

One of the most fundamental concepts of evolutionary dynamics is the "fixation" probability, i.e. the probability that a mutant spreads through the whole population. Most natural communities are geographically structured into habitats…

Populations and Evolution · Quantitative Biology 2013-05-01 Bahram Houchmandzadeh , Marcel Vallade

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

Applications · Statistics 2018-07-11 Christoph Dalitz

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

Probability · Mathematics 2025-07-10 Nomvelo Karabo Sibisi

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

Methodology · Statistics 2016-02-08 Deepesh Bhati , Savitri Joshi

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

Physics and Society · Physics 2021-06-14 Dominic T Robson , Andreas CW Baas , Alessia Annibale

We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time…

Physics and Society · Physics 2018-10-25 Bertram Düring , Lorenzo Pareschi , Giuseppe Toscani

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…

Statistics Theory · Mathematics 2014-10-02 Natalia A. Bochkina , Peter J. Green

A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…

Other Condensed Matter · Physics 2009-11-10 R. Coelho , Z. Neda , J. J. Ramasco , M. A. Santos

Explaining empirically observed wealth and income distributions, featuring power-law tails alongside gamma or log-normal bulk shapes, challenges models that focus on either pairwise competition or individual investment mechanisms. This…

Physics and Society · Physics 2025-05-19 Yuri Ono , Atsushi Ishida

Many-body dynamical models in which Boltzmann statistics can be derived directly from the underlying dynamical laws without invoking the fundamental postulates of statistical mechanics are scarce. Interestingly, one such model is found in…

Statistical Mechanics · Physics 2023-11-06 Maggie Miao , Kristian Blom , Dmitrii E. Makarov

Generative diffusion models have recently emerged as a leading approach for generating high-dimensional data. In this paper, we show that the dynamics of these models exhibit a spontaneous symmetry breaking that divides the generative…

Machine Learning · Computer Science 2023-10-27 Gabriel Raya , Luca Ambrogioni

We consider a simple theoretical model to investigate the impact of inheritances on the wealth distribution. Wealth is described as a finite resource, which remains constant over different generations and is divided equally among offspring.…

Physics and Society · Physics 2021-11-17 Pedro Patrício , Nuno A. M. Araújo

Motivated by Chv\'{a}tal's conjecture and Tomaszewaki's conjecture, we investigate the extreme value problem of two probability functions for the Gamma distribution. Let $\alpha,\beta$ be arbitrary positive real numbers and…

Probability · Mathematics 2023-03-31 Ping Sun , Ze-Chun Hu , Wei Sun

Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the latter understood as the frequency of economic exchanges.…

Economics · Quantitative Finance 2016-08-03 João Pedro Jerico , François P. Landes , Matteo Marsili , Isaac Pérez Castillo , Valerio Volpati

We formulate and study a model for inhomogeneous long-range percolation on $\Zbold^d$. Each vertex $x\in\Zbold^d$ is assigned a non-negative weight $W_x$, where $(W_x)_{x\in\Zbold^d}$ are i.i.d.\ random variables. Conditionally on the…

Probability · Mathematics 2011-03-02 Maria Deijfen , Remco van der Hofstad , Gerard Hooghiemstra

The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2007-05-23 P. Fosalba , E. Gaztanaga , E. Elizalde