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In the framework of the Gibbs statistical theory, the question of the size of the particles forming the statistical system is investigated. This task is relevant for a wide variety of applications. The distribution for particle sizes and…

统计力学 · 物理学 2017-11-23 V. V. Ryazanov

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…

综合金融 · 定量金融 2011-12-12 Anindya S. Chakrabarti

We examine the statistical properties of a closed monetary economy with multi-aggregates interactions. Building upon Yakovenko's single-agent monetary model (Dragulescu and Yakovenko, 2000), we investigate the joint equilibrium distribution…

理论经济学 · 经济学 2024-01-19 Andrea Monaco , Matteo Ghio , Adamaria Perrotta

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

统计力学 · 物理学 2009-11-13 Stefan Thurner , Rudolf Hanel

We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

概率论 · 数学 2008-08-22 Antonio Lijoi , Igor Prünster , Stephen G. Walker

We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor…

统计力学 · 物理学 2016-08-31 Arnab Das , Sudhakar Yarlagadda

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

统计方法学 · 统计学 2016-12-19 Rose Baker

We give a detailed analysis of the Gibbs-type entropy notion and its dynamical behavior in case of time-dependent continuous probability distributions of varied origins: related to classical and quantum systems. The purpose-dependent usage…

量子物理 · 物理学 2015-06-26 Piotr Garbaczewski

Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…

统计力学 · 物理学 2007-05-23 Thomas Speck , Udo Seifert

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

综合金融 · 定量金融 2009-11-13 Anirban Chakraborti , Marco Patriarca

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

统计力学 · 物理学 2014-10-02 Gino Del Ferraro , Erik Aurell

We consider a class of mechanical particle systems with deterministic particle-disk interactions coupled to Gibbs heat reservoirs at possibly different temperatures. We show that there exists a unique (non-equilibrium) steady state. This…

数学物理 · 物理学 2015-06-15 Tatiana Yarmola

In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

统计方法学 · 统计学 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of…

物理与社会 · 物理学 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…

统计理论 · 数学 2026-02-27 Ruixiao Wang , Xiaohong Chen , Sinho Chewi

Mixed Poisson distributions provide a flexible approach to the analysis of count data with overdispersion, zero inflation, or heavy tails. Since the Poisson mean must be nonnegative, the mixing distribution is typically assumed to have…

概率论 · 数学 2025-08-20 F. William Townes

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…

交易与市场微观结构 · 定量金融 2015-05-13 Samuel E. Vazquez , Simone Severini

Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…

物理与社会 · 物理学 2015-01-07 Jack Peterson , Purushottam D. Dixit , Ken A. Dill

The paper develop a new approach to the justification of Gibbs canonical distribution for Hamiltonian systems with finite number of degrees of freedom. It uses the condition of nonintegrability of the ensemble of weak interacting…

可精确求解与可积系统 · 物理学 2007-05-23 V. V. Kozlov

Logit dynamics is a form of randomized game dynamics where players have a bias towards strategic deviations that give a higher improvement in cost. It is used extensively in practice. In congestion (or potential) games, the dynamics…

计算机科学与博弈论 · 计算机科学 2021-05-28 Pieter Kleer