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We examine the entropy of non-equilibrium stationary states of boundary driven totally asymmetric simple exclusion processes. As a consequence, we obtain that the Gibbs-Shannon entropy of the non equilibrium stationary state converges to…

概率论 · 数学 2015-06-15 Cédric Bernardin , Patrícia Gonçalves , Claudio Landim

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

物理与社会 · 物理学 2008-12-02 P. K. Mohanty

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…

统计力学 · 物理学 2009-11-10 Juan C. Ferrero

We develop the argument that the Gibbs-von Neumann entropy is the appropriate statistical mechanical generalisation of the thermodynamic entropy, for macroscopic and microscopic systems, whether in thermal equilibrium or not, as a…

量子物理 · 物理学 2008-01-23 O. J. E. Maroney

In games for which there exists a potential, the deviation-from-rationality dynamical model for which each agent's strategy adjustment follows the gradient of the potential along with a normally distributed random perturbation, is shown to…

统计力学 · 物理学 2007-05-23 Michael J. Campbell

We demonstrate that the most probable state of a conserved system with a limited number of entities or molecules is the state where non-Gaussian and non-chi-square distributions govern. We have conducted a thought experiment using a…

数学物理 · 物理学 2023-04-20 Jae Wan Shim

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

统计金融 · 定量金融 2011-03-14 Victor M. Yakovenko

This paper studies an interacting particle system of interest in econophysics inspired from a model introduced in the physics literature. The original model consists of the customers of a single bank characterized by their capital, and the…

概率论 · 数学 2022-01-31 Nicolas Lanchier , Stephanie Reed

Aiming to describe the wealth distribution evolution, several models consider an ensemble of interacting economic agents that exchange wealth in binary fashion. Intriguingly, models that consider an unbiased market, that gives to each agent…

综合金融 · 定量金融 2021-06-30 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…

概率论 · 数学 2017-09-29 Anna Castañer , M Mercè Claramunt

Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…

概率论 · 数学 2013-09-06 Stefano Favaro , Antonio Lijoi , Igor Prünster

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.…

概率论 · 数学 2025-01-15 Roberto Cortez , Fei Cao

The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…

统计方法学 · 统计学 2018-09-18 Andrey K. Gorshenin , Victor Yu. Korolev

The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…

统计计算 · 统计学 2017-02-07 Man Zhang , Yili Hong , Narayanaswamy Balakrishnan

The Poisson distribution is often used as a standard model for count data. Quite often, however, such data sets are not well fit by a Poisson model because they have more zeros than are compatible with this model. For these situations, a…

统计理论 · 数学 2008-12-18 M. J. Bayarri , James O. Berger , Gauri S. Datta

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

统计金融 · 定量金融 2009-12-24 Victor M. Yakovenko , J. Barkley Rosser

The Zipf distribution is a probability distribution widely used by scientists from various disciplines due to its ubiquity. Some of these areas include linguistics, physics, genetics, and sociology, among others. In this paper, it is proved…

统计理论 · 数学 2025-11-17 Marta Pérez-Casany , Ariel Duarte-López , Jordi Valero

We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

概率论 · 数学 2012-12-05 Frank Redig , Feijia Wang

The Widom-Rowlinson model is an equilibrium model for point particles in Euclidean space. It has a repulsive interaction between particles of different colors, and shows a phase-transition at high intensity. Natural versions of the model…

概率论 · 数学 2019-02-14 Christof Kuelske

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

统计力学 · 物理学 2011-03-07 Cecile Monthus