English
Related papers

Related papers: A statistical model with a standard Gamma distribu…

200 papers

A new variational method for studying the equilibrium states of an interacting particles system has been proposed. The statistical description of the system is realized by means of a density matrix. This method is used for description of…

General Physics · Physics 2014-12-19 Boris Bondarev

The dynamical convergence of a system to the thermal distribution, or Gibbs state, is a standard assumption across all of the physical sciences. The Gibbs state is determined just by temperature and the system's energies alone. But at…

Quantum Physics · Physics 2022-06-27 A. S. Trushechkin , M. Merkli , J. D. Cresser , J. Anders

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

We study a one-dimensional gas of $n$ charged particles confined by a potential and interacting through the Riesz potential or a more general potential. In equilibrium, and for symmetric potential the particles arrange themselves…

Statistical Mechanics · Physics 2025-02-25 Mohamed Bouali

We address the issue of the distribution of firm size. To this end we propose a model of firms in a closed, conserved economy populated with zero-intelligence agents who continuously move from one firm to another. We then analyze the size…

General Finance · Quantitative Finance 2011-12-12 Anindya S. Chakrabarti

In equilibrium systems with short-ranged interactions, the relative stability of different thermodynamic states generally does not depend on system size (as long as this size is larger than the interaction range). Here, we use a large…

Statistical Mechanics · Physics 2013-05-30 Sorin Tanase-Nicola , David K. Lubensky

The fluctuations in the ideal quantum gases are studied using the strongly intensive measures $\Delta[A,B]$ and $\Sigma[A,B]$ defined in terms of two extensive quantities $A$ and $B$. In the present paper, these extensive quantities are…

Nuclear Theory · Physics 2014-03-03 M. I. Gorenstein , M. Rybczynski

We investigate the low-temperature dynamics of a simple stochastic model, introduced recently in the context of the physics of glasses. The slowest characteristic time at equilibrium diverges exponentially at low temperature. On smaller…

Statistical Mechanics · Physics 2009-10-30 C Godreche , J M Luck

When materials such as foams or emulsions are compressed, they display solid behaviour above the so-called `jamming' transition. Because compression is done out-of-equilibrium in the absence of thermal fluctuations, jamming appears as a new…

Statistical Mechanics · Physics 2011-01-10 Ludovic Berthier , Hugo Jacquin , Francesco Zamponi

We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random.…

Probability · Mathematics 2025-01-15 Roberto Cortez , Fei Cao

We study the thermal and non-thermal steady state scaling functions and the steady-state dynamics of a model of local quantum criticality. The model we consider, i.e. the pseudogap Kondo model, allows us to study the concept of effective…

Strongly Correlated Electrons · Physics 2015-12-10 P. Ribeiro , F. Zamani , S. Kirchner

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…

General Finance · Quantitative Finance 2019-02-20 J. Rosenblatt

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

In this report I present a possible scenario which can lead to the emergence of a generalised Gamma distribution first presented by R. Osorio et al. as the distribution of traded volumes of stocks in financial markets. This propose is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Silvio M. Duarte Queiros

Statistical thermodynamics has a universal appeal that extends beyond molecular systems, and yet, as its tools are being transplanted to fields outside physics, the fundamental question, \textit{what is thermodynamics?}, has remained…

Statistical Mechanics · Physics 2019-09-17 Themis Matsoukas

A molecule traveling in a realistic propagation environment can experience stochastic interactions with other molecules and the environment boundary. The statistical behavior of some isolated phenomena, such as dilute unbounded molecular…

Chemical Physics · Physics 2015-05-20 Adam Noel , Karen C. Cheung , Robert Schober

This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…

Statistical Mechanics · Physics 2007-11-06 Ajay Patwardhan

Epidemiological models describe the spread of an infectious disease within a population. They capture microscopic details on how the disease is passed on among individuals in various different ways, while making predictions about the state…

Populations and Evolution · Quantitative Biology 2024-02-27 Stefan Hohenegger , Francesco Sannino

An agent-based model of the economy is generalized to incorporate investment and guaranteed income mechanisms in addition to the exchange and distribution mechanisms considered in earlier models. We find realistic wealth distributions and…

Statistical Mechanics · Physics 2026-01-23 Jan Tobochnik , Harvey Gould , William Klein