English
Related papers

Related papers: Log-normal distribution in growing systems with we…

200 papers

Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

Statistical Mechanics · Physics 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

The logarithmic-normal (lognormal) distribution is one of the most frequently observed distributions in nature and describes a large number of physical, biological and even sociological phenomena. The origin of this distribution is…

Materials Science · Physics 2009-11-13 Ralf B. Bergmann , Andreas Bill

We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…

Statistical Mechanics · Physics 2007-05-23 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…

Data Analysis, Statistics and Probability · Physics 2024-01-19 Ken Yamamoto , Yoshihiro Yamazaki

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

The log-normal distribution is used to describe the positive data, that it has skewed distribution with small mean and large variance. This distribution has application in many sciences for example medicine, economics, biology and…

Methodology · Statistics 2015-08-10 Saba Aghadoust , Kamel Abdollahnezhad , Farhad Yaghmaei , Ali Akbar Jafari

Random sequential adsorption of linear and square particles with excluded volume interaction is studied numerically on planar lattices considering Gaussian distributions of lateral sizes of the incident particles, with several values of the…

Statistical Mechanics · Physics 2016-10-03 Rogerio Costa Hart , Fabio David Alves Aarão Reis

We consider a population of $N$ interacting neurons, represented by a multivariate Hawkes process: the firing rate of each neuron depends on the history of the connected neurons. Contrary to the mean-field framework where the interaction…

Probability · Mathematics 2022-02-24 Zoé Agathe-Nerine

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

In recent years it has been increasing evidence that lognormal distributions are widespread in physical and biological sciences, as well as in various phenomena of economics and social sciences. In social sciences, the appearance of…

Physics and Society · Physics 2018-09-06 Stefano Gualandi , Giuseppe Toscani

The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has $x$ requests to transmit, then it receives a fraction of the capacity proportional to $\log(1+x)$,…

Probability · Mathematics 2015-09-10 Philippe Robert , Amandine Véber

We present our recent work on stochastic particle systems on complex networks. As a noninteracting system we first consider the diffusive motion of a random walker on heterogeneous complex networks. We find that the random walker is…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh

Systems which consist of many localized constituents interacting with each other can be represented by complex networks. Consistently, network science has become highly popular in vast fields focusing on natural, artificial and social…

Statistical Mechanics · Physics 2022-06-29 Rute Oliveira , Samuraí Brito , Luciano R. da Silva , Constantino Tsallis

Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t…

Computation · Statistics 2020-06-16 Erik Hintz , Marius Hofert , Christiane Lemieux

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

Mathematical models of biological neural networks are associated to a rich and complex class of stochastic processes. In this paper, we consider a simple {\em plastic} neural network whose {\em connectivity/synaptic strength} $(W(t))$…

Probability · Mathematics 2021-06-30 Philippe Robert , Gaetan Vignoud

We analyze the full statistics of a stochastic squeeze process. The model's two parameters are the bare stretching rate~$w$, and the angular diffusion coefficient~$D$. We carry out an exact analysis to determine the drift and the diffusion…

Statistical Mechanics · Physics 2017-10-27 Dekel Shapira , Doron Cohen

We construct a model of wealth distribution, based on an interactive multiplicative stochastic process on static complex networks. Through numerical simulations we show that a decrease in the number of links discourages equality in wealth…

Statistical Mechanics · Physics 2007-05-23 Wataru Souma , Yoshi Fujiwara , Hideaki Aoyama

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering…

General Finance · Quantitative Finance 2016-06-16 M. Andrecut

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha
‹ Prev 1 2 3 10 Next ›