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We investigate the dynamics of wealth inequality in an economy where households have positional preferences, with the strength of the positional concern determined endogenously by inequality of wealth distribution in the society. We…

Theoretical Economics · Economics 2021-07-02 Kirill Borissov , Nigar Hashimzade

We study a statistical model consisting of $N$ basic units which interact with each other by exchanging a physical entity, according to a given microscopic random law, depending on a parameter $\lambda$. We focus on the equilibrium or…

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

The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a behavior exactly equivalent to a system that…

General Finance · Quantitative Finance 2016-12-12 Esteban Guevara Hidalgo

Climate adaptation could yield significant benefits. However, the uncertainty of which future climate scenarios will occur decreases the feasibility of proactively adapting. Climate adaptation projects could be underwritten by benefits paid…

General Finance · Quantitative Finance 2022-07-06 John Nay

In the pursuit of ever increasing efficiency and growth, our economies have evolved to remarkable degrees of complexity, with nested production processes feeding each other in order to create products of greater sophistication from less…

Economics · Quantitative Finance 2017-04-05 Marco Bardoscia , Giacomo Livan , Matteo Marsili

A quota mechanism, such as a mandatory grading curve, links together multiple decisions. We analyze the performance of quota mechanisms when the number of linked decisions is finite and the designer has imperfect knowledge of the type…

Theoretical Economics · Economics 2026-04-10 Ian Ball , Deniz Kattwinkel

It will be difficult to gain the agreement of all the actors on any proposal for climate change management, if universality and fairness are not considered. In this work, a universal measure of emissions to be applied at the international…

General Finance · Quantitative Finance 2013-09-02 Reza Farrahi Moghaddam , Fereydoun Farrahi Moghaddam , Mohamed Cheriet

In capitalist societies, only a single right can be fully exerted without constraints of any kind: the limitless accumulation of wealth. Such imperative or prime axiom is the ultimate cause of the raising waves of inequalities observed…

Physics and Society · Physics 2025-01-16 Iago Nascimento Barros , Marcelo Lobato Martins

This paper characterizes equilibrium properties of a broad class of economic models that allow multiple heterogeneous agents to interact in heterogeneous manners across several markets. Our key contribution is a new theorem providing…

General Economics · Economics 2022-09-07 Patrizio Bifulco , Jochen Glück , Oliver Krebs , Bohdan Kukharskyy

At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we…

Theoretical Economics · Economics 2021-05-12 Pascal Michaillat , Emmanuel Saez

We investigate Pareto equilibria for bi-objective optimal control problems. Our framework comprises the situation in which an agent acts with a distributed control in a portion of a given domain, and aims to achieve two distinct (possibly…

Optimization and Control · Mathematics 2023-07-12 Pitágoras P. de Carvalho , Enrique Fernández-Cara , Juan Límaco , Denilson Menezes , Yuri Thamsten

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

The laws of thermodynamics provide a clear concept of the temperature for an equilibrium system in the continuum limit. Meanwhile, the equipartition theorem allows one to make a connection between the ensemble average of the kinetic energy…

Statistical Mechanics · Physics 2009-11-13 Alex V. Popov , Rigoberto Hernandez

We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnegative discrete random variables $\{w_{ij}\}$ describing the…

General Finance · Quantitative Finance 2016-09-15 Leonardo Bargigli , Andrea Lionetto , Stefano Viaggiu

The alignment tax is widely discussed but has not been formally characterized. We provide a geometric theory of the alignment tax in representation space. Under linear representation assumptions, we define the alignment tax rate as the…

Econometrics · Economics 2026-03-04 Robin Young

In this brief note, we demonstrate a generalised energy equipartition theorem for a generic electrical circuit with Johnson-Nyquist (thermal) noise. From quantum mechanical considerations, the thermal modes have an energy distribution…

Statistical Mechanics · Physics 2023-06-07 Aritra Ghosh

The received wisdom in statistical mechanics is that isolated systems, when left to themselves, approach equilibrium. But under what circumstances does an equilibrium state exist and an approach to equilibrium take place? In this paper we…

Statistical Mechanics · Physics 2016-06-06 Charlotte Werndl , Roman Frigg

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

In this paper we examine a mutual control problem for systems of two abstract evolution equations subject to a proportionality final condition. Related observability and semi-observability problems are discussed. The analysis employs a…

Analysis of PDEs · Mathematics 2024-09-17 Radu Precup , Andrei Stan

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Vladimir Dvorkin