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In statistical physics, the conservation of particle number results in the equalization of the chemical potential throughout a system at equilibrium. In contrast, the homogeneity of utility in socio-economic models is usually thought to…

Physics and Society · Physics 2011-02-18 Rémi Lemoy , Eric Bertin , Pablo Jensen

Various inflationary scenarios can often be distinguished from one another by looking at the squeezed limit behavior of correlation functions. Therefore, it is useful to have a framework designed to study this limit in a more systematic and…

High Energy Physics - Theory · Physics 2016-08-19 Mehrdad Mirbabayi , Marko Simonović

An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…

Computation · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

We introduce an agent-based acquaintance model in which social links are created by processes in which there is no explicit homophily. In spite of the homogeneous nature of the social interactions, highly-clustered social networks can…

Physics and Society · Physics 2014-11-26 Uttam Bhat , P. L. Krapivsky , S. Redner

The exchange-driven growth model describes the mean field kinetics of a population of composite particles (clusters) subject to pairwise exchange interactions. Exchange in this context means that upon interaction of two clusters, one loses…

Statistical Mechanics · Physics 2020-05-27 Emre Esenturk , Colm Connaughton

We propose an extension of the evolutionary Prisoner's Dilemma cellular automata, introduced by Nowak and May \cite{nm92}, in which the pressure of the environment is taken into account. This is implemented by requiring that individuals…

Physics and Society · Physics 2009-11-11 Julia Alonso , Ariel Fernandez , Hugo Fort

For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each…

Methodology · Statistics 2014-01-10 Leen Prenen , Roel Braekers , Luc Duchateau

We study a lattice model of ``commons'', where a resource is shared locally among the agents of various cooperative tendency. The payoff function of an agent is proportional to the fraction of his operation rate and the net output of the…

Statistical Mechanics · Physics 2007-05-23 Agha Afsar Ali

We model the dynamics of social structure by a simple interacting particle system. The social standing of an individual agent is represented by an integer-valued fitness that changes via two offsetting processes. When two agents interact…

Physics and Society · Physics 2007-05-23 E. Ben-Naim , F. Vazquez , S. Redner

The cell-free architecture represents a significant advancement in network design, where each User Equipment (UE) is served by a group of distributed Access Points (APs), aimed at delivering uniformly high data rates to UEs across all…

Networking and Internet Architecture · Computer Science 2025-12-30 Ala Eddine Nouali , Mohamed Sana , Jean-Paul Jamont

We consider a metapopulation version of the Schelling model of segregation over several complex networks and lattice. We show that the segregation process is topology independent and hence it is intrinsic to the individual tolerance. The…

Physics and Society · Physics 2016-06-29 Yerali Gandica , Floriana Gargiulo , Timoteo Carletti

We significantly extend our earlier variant of the Schelling model, incorporating a neighborhood Potential function as well as an agent wealth gain function to study the long term evolution of the economic status of neighborhoods in cities.…

Physics and Society · Physics 2019-09-11 Anand Sahasranaman , Henrik Jeldtoft Jensen

We study portfolio selection in a complete continuous-time market where the preference is dictated by the rank-dependent utility. As such a model is inherently time inconsistent due to the underlying probability weighting, we study the…

Mathematical Finance · Quantitative Finance 2020-06-04 Ying Hu , Hanqing Jin , Xun Yu Zhou

A coarse-grained variational model is used to investigate the polymer dynamics of barrier crossing for a diverse set of two-state folding proteins. The model gives reliable folding rate predictions provided excluded volume terms that induce…

Biomolecules · Quantitative Biology 2009-11-13 Xianghong Qi , John J. Portman

We study the problem in which a central planner sequentially allocates a single resource to multiple strategic agents using their utility reports at each round, but without using any monetary transfers. We consider general agent utility…

Computer Science and Game Theory · Computer Science 2024-08-20 Moise Blanchard , Patrick Jaillet

For simultaneous independent events with finitely many outcomes, consider the expected-utility problem with nonnegative wagers and an endogenous cash position. We prove a short support theorem for a broad class of strictly increasing…

Optimization and Control · Mathematics 2026-03-26 Christopher D. Long

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…

Trading and Market Microstructure · Quantitative Finance 2016-05-04 Felix Patzelt , Klaus Pawelzik

This paper presents the results of computational experiments on the effects of social influence on individual and systemic behavior of situated cognitive agents in a product-consumer environment. Paired experiments were performed with…

Social and Information Networks · Computer Science 2012-04-17 Russell C. Thomas , John S. Gero

We study a simple continuous-time multi-agent system related to Krause's model of opinion dynamics: each agent holds a real value, and this value is continuously attracted by every other value differing from it by less than 1, with an…

Optimization and Control · Mathematics 2009-07-28 Vincent D. Blondel , Julien M. Hendrickx , John N. Tsitsiklis

Empirical research often cites observed choice responses to variation that shifts expected discounted future utilities, but not current utilities, as an intuitive source of information on time preferences. We study the identification of…

Econometrics · Economics 2020-05-28 Jaap H. Abbring , Øystein Daljord