Related papers: Power Laws are Logarithmic Boltzmann Laws
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability…
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L\'{e}vy…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
In the last quarter of the nineteenth century, Ludwig Boltzmann explained how irreversible macroscopic laws, in particular the second law of thermodynamics, originate in the time-reversible laws of microscopic physics. Boltzmann's analysis,…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
The special relativity laws emerge as one-parameter (light speed) generalizations of the corresponding laws of classical physics. These generalizations, imposed by the Lorentz transformations, affect both the definition of the various…
Power law distributions of macroscopic observables are ubiquitous in both the natural and social sciences. They are indicative of correlated, cooperative phenomena between groups of interacting agents at the microscopic level. In this paper…
This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…
The Lorenz equations [1] are a severe Galerkin-truncation of the Oberbeck-Boussinesq (OB) equations describing Rayleigh-B\'enard convection (RBC). Here we examine the mathematical connections between the chaotic lobe-switching behavior of a…
The spatial distribution of people exhibits clustering across a wide range of scales, from household ($\sim 10^{-2}$ km) to continental ($\sim 10^4$ km) scales. Empirical data indicates simple power-law scalings for the size distribution of…
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…
Hysteresis, the lag between the force and the response, is often associated with noisy, jerky motion which have recently been called ``avalanches''. The interesting question is why the avalanches come in such a variety of sizes: naively one…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
Zipf's law is the most common statistical distribution displaying scaling behavior. Cities, populations or firms are just examples of this seemingly universal law. Although many different models have been proposed, no general theoretical…
The Boltzmann distribution describes a single parameter (temperature) family of probability distributions over a state space; at any given temperature, the ratio of probabilities of two states depends on their difference in energy. The same…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
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…
The Boltzmann equation is one of the most famous equations and has vast applications in modern science. In the current study, we take the randomness of binary collisions into consideration and generalize the classical Boltzmann equation…