相关论文: Gibbs versus non-Gibbs distributions in money dyna…

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

The questions of justification of the Gibbs canonical distribution for systems with elastic impacts are discussed. A special attention is paid to the description of probability measures with densities depending on the system energy.

A Bayesian nonparametric approach to the study of species diversity based on choosing a random discrete distribution as a prior model for the unknown relative abundances of species has been recently introduced in Lijoi et al. (2007, 2008).…

The sensitivity to risk that most people (hence, financial operators) feel affects the dynamics of financial transactions. Here we present an approach to this problem based on a current generalization of Boltzmann-Gibbs statistical…

The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…

Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of…

The mathematical physics of mechanical systems in thermal equilibrium is a well studied, and relatively easy, subject, because the Gibbs distribution is in general an adequate guess for the equilibrium state. On the other hand, the…

In this paper, we study the dividend strategies for a shareholder with non-constant discount rate in a diffusion risk model. We assume that the dividends can only be paid at a bounded rate and restrict ourselves to the Markov strategies.…

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework.…

The main object of this article is to present an extension of the zero-inflated Poisson-Lindley distribution, called of zero-modified Poisson-Lindley. The additional parameter $\pi$ of the zero-modified Poisson-Lindley has a natural…

It has been suggested recently that `$q$-exponential' distributions which form the basis of Tsallis' non-extensive thermostatistical formalism may be viewed as mixtures of exponential (Gibbs) distributions characterized by a fluctuating…

We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

A modification of the Skellam and Poisson distributions is proposed for subsystems when the constraints imposed by the charge conservation law in the complete system are taken into account. Such distributions can be applied, for example,…

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of…

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

In the framework of Gibbs statistical theory, the issue of the distribution of particle sizes forming the statistical system and the moments of this distribution are considered. This task is relevant for a wide variety of applications. The…