相关论文: Five Years of Continuous-time Random Walks in Econ…

Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and…

A number of papers have examined various aspects of "random random" walks on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss some of the arguments and results in this…

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various applications as well its promising perspectives in different…

Econophysics embodies the recent upsurge of interest by physicists into financial economics, driven by the availability of large amount of data, job shortage in physics and the possibility of applying many-body techniques developed in…

Econophysics is a new area developed recently by the cooperation between economists, mathematicians and physicists. It's not a tool to predict future prices of stocks and exchange rates. It applies idea, method and models in Statistical…

A random walk is known as a random process which describes a path including a succession of random steps in the mathematical space. It has increasingly been popular in various disciplines such as mathematics and computer science.…

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…

We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…

For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…

This article aims to provide an introductory survey on quantum random walks. Starting from a physical effect to illustrate the main ideas we will introduce quantum random walks, review some of their properties and outline their striking…

The conventional economic approaches explore very little about the dynamics of the economic systems. Since such systems consist of a large number of agents interacting nonlinearly they exhibit the properties of a complex system. Therefore…

We introduce here very briefly, through some selective choices of problems and through the sample computer simulation programs (following the request of the editor for this invited review in the Journal of Physics Through Computation), the…

A short review of the econophysics research done in Estonia, devoted to the 15th anniversary of the term "econophysics".

Space-time correlation functions constitute a useful instrument from the research toolkit of continuous-media and many-body physics. We adopt here this concept for single-particle random walks and demonstrate that the corresponding…

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

This paper debates the contribution of Econophysics to the economic or financial domains. Since the traditional approach performed by Economics or Finance has revealed to be insufficient in fully characterizing and explaining the…

Econophysics is a new research field, which makes an attempt to bring economics in the fold of natural sciences or specifically attempts for a "physics of economics". The term Econophysics was formally born in Kolkata in 1995. The entry on…

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…