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In the literature different so-called $\kappa$-distribution functions are discussed to fit and model the velocity (or energy) distributions of solar wind species, pickup ions or magnetospheric particles. Here we introduce a generalized…

Solar and Stellar Astrophysics · Physics 2020-07-09 Klaus Scherer , Edin Husidic , Marian Lazar , Horst Fichtner

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…

Statistical Finance · Quantitative Finance 2012-05-01 Victor M. Yakovenko

Stirling approximation of the factorials and multinominal coefficients are generalized based on the one-parameter ($\kappa$) deformed functions introduced by Kaniadakis [Phys. Rev. E \textbf{66} (2002) 056125]. We have obtained the relation…

Statistical Mechanics · Physics 2007-05-23 T. Wada , H. Suyari

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…

Statistical Mechanics · Physics 2019-09-09 Bertrand Lacroix-A-Chez-Toine , Satya N. Majumdar , Grégory Schehr

In math.AC/9608214 it was shown that fields of generalized power series cannot admit an exponential function. In this paper, we construct fields of generalized power series with bounded support which admit an exponential. We give a natural…

Logic · Mathematics 2007-05-23 Salma Kuhlmann , Saharon Shelah

To account quantitatively for many reported ``natural'' fat tail distributions in Nature and Economy, we propose the stretched exponential family as a complement to the often used power law distributions. It has many advantages, among which…

Statistical Mechanics · Physics 2009-10-31 Jean Laherrère , D. Sornette

A simple heuristic model, including the multiple exchanges between economic agents, is used to explain the mechanism of emerging and maintenance of social inequality in the market economy. The model allows calculating a density function of…

Biological Physics · Physics 2023-03-16 Vladimir Pokrovskii

There is a random variable (X) with a determined outcome (i.e., X = x0), p(x0) = 1. Consider x0 to have a discrete uniform distribution over the integer interval [1, s], where the size of the sample space (s) = 1, in the initial state, such…

Statistical Finance · Quantitative Finance 2021-06-01 Laurence F Lacey

We discuss the distribution of commuting distances and its relation to income. Using data from Denmark, the UK, and the US, we show that the commuting distance is (i) broadly distributed with a slow decaying tail that can be fitted by a…

Physics and Society · Physics 2016-06-13 Giulia Carra , Ismir Mulalic , Mogens Fosgerau , Marc Barthelemy

The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…

Physics and Society · Physics 2023-06-06 Danial Ludwig , Victor M. Yakovenko

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

Physics and Society · Physics 2007-05-23 Indrani Bose , Subhasis Banerjee

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explained from very different perspectives. In…

Adaptation and Self-Organizing Systems · Physics 2011-03-10 Ricardo Lopez-Ruiz , Jose-Luis Lopez , Xavier Calbet

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…

Methodology · Statistics 2023-08-03 Anass Nassabein , Therrar Kadri , Seifideen Kadry , Khaled Smaili

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

Criteria are given that kappa-deformed logarithmic and exponential functions should satisfy. With a pair of such functions one can associate another function, called the deduced logarithmic function. It is shown that generalized…

Statistical Mechanics · Physics 2009-11-07 Jan Naudts

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…

Computational Physics · Physics 2009-11-10 V. F. Pisarenko , D. Sornette