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Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…

Statistical Mechanics · Physics 2007-05-23 C. Maes

It is widely assumed that increases in economic productivity necessarily lead to economic growth. In this paper, it is shown that this is not always the case. An idealized model of an economy is presented in which a new technology allows…

General Economics · Economics 2024-11-26 Casey O. Barkan

Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on them influence market processes, by creating self-fulfilling…

Trading and Market Microstructure · Quantitative Finance 2026-02-19 Charalampos Kleitsikas , Stefanos Leonardos , Carmine Ventre

This paper introduces a novel framework for analysing equilibrium in structured production systems incorporating a static social division of labour by distinguishing between consumption goods traded in competitive markets and intermediate…

Theoretical Economics · Economics 2026-01-01 Robert P. Gilles , Marialaura Pesce

We provide a description of pilot and production experiences to streamline some business functions in the official statistical production process using statistical learning models. Our approach is quality-oriented searching for an…

A production monitoring system uses the real-time data while production is online. The real-time production monitoring systems are designed as means of auto data to the collection and monitoring the data via display boards. This study…

Computers and Society · Computer Science 2017-01-26 Shiva H C Prasad , Potti Srinivasa Rao , B Gopalkrishna , Aakash Ahluwalia

We discuss a method for computing the generating function for the multiplicity distribution in field theories with strong time dependent external sources. At leading order, the computation of the generating function reduces to finding a…

High Energy Physics - Phenomenology · Physics 2009-11-11 Francois Gelis , Raju Venugopalan

Mathematical methods of analysis of data and of predicting growth are discussed. The starting point is the analysis of the growth rates, which can be expressed as a function of time or as a function of the size of the growing entity.…

Economics · Quantitative Finance 2015-10-22 Ron W Nielsen

We study the correlation structure of firm growth rates. We show that most firms are correlated because of their exposure to a common factor but that firms linked through the supply chain exhibit a stronger correlation on average than firms…

Statistical Finance · Quantitative Finance 2023-07-04 Luca Mungo , José Moran

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

Systems and Control · Computer Science 2017-07-13 Zongjie Wang , Zhizhong Guo

Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…

Probability · Mathematics 2026-04-14 Christian Houdré , Jorge Víquez

In the present paper we propose a new approach to investigate the logistic function, commonly used in mathematical models in economics and management. The approach is based on indicating in a given time series, having a logistic trend, some…

Classical Analysis and ODEs · Mathematics 2014-02-14 Grzegorz Rzadkowski , Iwona Głażewska , Katarzyna Sawińska

We demonstrate that statistics for several types of set partitions are described by generating functions which appear in the theory of integrable equations.

Exactly Solvable and Integrable Systems · Physics 2017-05-30 V. E. Adler

We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…

Optimization and Control · Mathematics 2021-02-25 Stephan Gerster

Financial structures such as securitisations, insurance contracts, and other hierarchical claims systems can be interpreted as deterministic allocation mechanisms acting on stochastic inflow processes. This paper develops a general…

Computational Finance · Quantitative Finance 2026-02-17 Antonio Scala

We review an emerging body of work by physicists addressing questions of economic organization and function. We suggest that, beyond simply employing models familiar from physics to economic observables, remarkable regularities in economic…

Physics and Society · Physics 2007-05-23 J. Doyne Farmer , Eric Smith , Martin Shubik

It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…

General Topology · Mathematics 2015-12-31 V. K. Maslyuchenko , V. V. Mykhaylyuk

We present an exact relationship between the entropy production and the distinguishability of a process from its time-reverse, quantified by the relative entropy between forward and backward states. The relationship is shown to remain valid…

Statistical Mechanics · Physics 2017-05-15 Juan M. R. Parrondo , Christian van den Broeck , Ryoichi Kawai

We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…

Probability · Mathematics 2018-08-01 Frank Redig , Federico Sau
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