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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…

综合金融 · 定量金融 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

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…

综合金融 · 定量金融 2011-05-23 Jose-Luis Lopez , Ricardo Lopez-Ruiz , Xavier Calbet

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…

神经与进化计算 · 计算机科学 2010-04-22 Manabu Kitagata , Jun-ichi Inoue

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,…

统计力学 · 物理学 2013-05-07 Alexander K. Hartmann

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…

统计方法学 · 统计学 2022-05-10 Ryan Martin , Nicholas Syring

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"…

统计力学 · 物理学 2015-06-12 Hernán Larralde

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…

机器学习 · 统计学 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

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…

生物物理 · 物理学 2023-03-16 Vladimir Pokrovskii

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…

统计力学 · 物理学 2009-11-10 S. Pianegonda , J. R. Iglesias

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.…

等离子体物理 · 物理学 2008-04-22 R. A. Treumann , C. H. Jaroschek

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…

理论经济学 · 经济学 2025-12-18 R. Pablo Arribillaga , Agustin G. Bonifacio

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…

概率论 · 数学 2024-02-13 Partha S. Dey , Grigory Terlov

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…

统计方法学 · 统计学 2023-03-14 Roberto Vila , Narayanaswamy Balakrishnan , Raul Matsushita

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…

物理与社会 · 物理学 2008-12-02 K. Bhattacharya , G. Mukherjee , S. S. Manna

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…

统计方法学 · 统计学 2024-05-09 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

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…

统计理论 · 数学 2015-04-06 Sergio Bacallado , Stefano Favaro , Lorenzo Trippa

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…

统计理论 · 数学 2018-12-18 Joseph Muré

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…

统计力学 · 物理学 2011-12-01 Guy Bunin , Luca D'Alessio , Yariv Kafri , Anatoli Polkovnikov

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…

统计力学 · 物理学 2018-10-16 Milo M. Lin

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…

物理与社会 · 物理学 2008-12-02 Arnab Chatterjee , Bikas K Chakrabarti