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

We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…

For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…

In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

In this paper, we extend Gibbs's approach of quasi-equilibrium thermodynamic processes, and calculate the microscopic expression of entropy for general non-equilibrium thermodynamic processes. Also, we analyze the formal structure of…

This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

We explore a statistical distribution that can simultaneously model the probability of zero outcome for non-users of health care utilization and continuous costs for users. We compare this distribution to other com- monly used models on…

We extend the canonical Gibbs distribution, originally formulated for systems at equilibrium, to systems driven out of equilibrium. The stochastic dynamics of a small system are described by a probability distribution over discrete energy…

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Some general features of kinetic multi-agent models are reviewed, with particular attention to the relation between the agent saving propensities and the form of the equilibrium wealth distribution. The effect of a finite cutoff of the…

Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…

Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many…

We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this…

We study domain distributions in the one-dimensional Ising model subject to zero-temperature Glauber and Kawasaki dynamics. The survival probability of a domain, $S(t)\sim t^{-\psi}$, and an unreacted domain, $Q_1(t)\sim t^{-\delta}$, are…

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

We consider a large community of individuals who mix strongly and meet in pairs to bet on a coin toss. We investigate the asset distribution of the players involved in this zero-sum repeated game. Our main result is that the asset…