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

Consider a discrete locally finite subset $\Gamma$ of $R^d$ and the complete graph $(\Gamma,E)$, with vertices $\Gamma$ and edges $E$. We consider Gibbs measures on the set of sub-graphs with vertices $\Gamma$ and edges $E'\subset E$. The…

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

For a dynamical system far from equilibrium, one has to deal with empirical probabilities defined through time-averages, and the main problem is then how to formulate an appropriate statistical thermodynamics. The common answer is that the…

We explore negative dependence and stochastic orderings, showing that if an integer-valued random variable $W$ satisfies a certain negative dependence assumption, then $W$ is smaller (in the convex sense) than a Poisson variable of equal…

In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

The dynamics of network formation are generally very complex, making the study of distributions over the space of networks often intractable. Under a condition called conservativeness, I show that the stationary distribution of a network…

A quantum thermodynamic system can conserve non-commuting observables, but the consequences of this phenomenon on relaxation are still not fully understood. We investigate this problem by leveraging an observable-dependent approach to…

In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…

General relationship between mean Boltzmann entropy and Gibbs entropy is established. It is found that their difference is equal to fluctuation entropy, which is a Gibbs-like entropy of macroscopic quantities. The ratio of the fluctuation…

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer…

We examine a family of discrete probability distributions that describes the "spillage number" in the extended balls-in-bins model. The spillage number is defined as the number of balls that occupy their bins minus the total number of…

We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential.…

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state…

This paper studies the dividend and capital injection problem under a diffusion risk model with general discount functions. A proportional cost is imposed when injecting capitals. For exponential discounting as time-consistent benchmark, we…

For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…

In this paper, we investigate the economic mobility in some money transfer models which have been applied into the research on wealth distribution. We demonstrate the mobility by recording the time series of agents' ranks and observing…

Ewens' sampling formula (ESF) provides the probability distribution governing the number of distinct genetic types and their respective frequencies at a selectively neutral locus under the infinitely-many-alleles model of mutation. A…