相关论文: Gibbs versus non-Gibbs distributions in money dyna…
This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…
In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this…
A general procedure of average-case performance evaluation for population dynamics such as genetic algorithms (GAs) is proposed and its validity is numerically examined. We introduce a learning algorithm of Gibbs distributions from training…
The distributions of work for strongly non-equilibrium processes are studied using a very general form of a large-deviation approach, which allows one to study distributions of almost arbitrary quantities of interest for equilibrium,…
Real-world problems, often couched as machine learning applications, involve quantities of interest that have real-world meaning, independent of any statistical model. To avoid potential model misspecification bias or over-complicating the…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each…
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…
We analyze a conservative market model for the competition among economic agents in a close society. A minimum dynamics ensures that the poorest agent has a chance to improve its economic welfare. After a transient, the system…
It is shown that power law phase space distributions describe marginally stable Gibbsian equilibria far from thermal equilibrium which are expected to occur in collisionless plasmas containing fully developed quasi-stationary turbulence.…
In problems involving the allocation of a single non-disposable commodity, we study rules defined on a general domain of preferences requiring only that each preference exhibit a unique global maximum. Our focus is on rules that satisfy a…
This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships…
In this paper we present detailed simulation results on the wealth distribution model with quenched saving propensities. Unlike other wealth distribution models where the saving propensities are either zero or constant, this model is not…
Count data with zero inflation and large outliers are ubiquitous in many scientific applications. However, posterior analysis under a standard statistical model, such as Poisson or negative binomial distribution, is sensitive to such…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…
Models are often defined through conditional rather than joint distributions, but it can be difficult to check whether the conditional distributions are compatible, i.e. whether there exists a joint probability distribution which generates…
When an isolated system is brought in contact with a heat bath its final energy is random and follows the Gibbs distribution -- a cornerstone of statistical physics. The system's energy can also be changed by performing non-adiabatic work…
The Boltzmann distribution predicts the collective behavior of systems at thermodynamic equilibrium as a function of their constituent parts. Yet most systems in nature are not at equilibrium, and a unified theory of their behavior does not…
We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random…