相关论文: Is it Possible to Describe Economical Phenomena by…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
We investigate the static and dynamic properties of a celebrated model of social segregation, providing a complete explanation of the mechanisms leading to segregation both in one- and two-dimensional systems. Standard statistical physics…
In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…
The gap in statistics between multi-variate and time-series analysis can be bridged by using entropy statistics and recent developments in multi-dimensional scaling. For explaining the evolution of the sciences as non-linear dynamics, the…
Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…
This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…
We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…
Analyzing the dynamics of open quantum systems has a long history in mathematics and physics. Depending on the system at hand, basic physical phenomena that one would like to explain are, for example, convergence to equilibrium, the…
It is known from previous work of the authors that non-negative arbitrage free price processes in finance can be described in terms of filtered likelihood processes of statistical experiments and vice versa. The present paper summarizes and…
Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…
Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a…
There is no compelling reason imposing that the methods of statistical mechanics should be restricted to the dynamical systems which follow the usual Boltzmann-Gibbs prescriptions. More specifically, ubiquitous natural and artificial…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
Engines are open systems that can generate work cyclically, at the expense of an external disequilibrium. They are ubiquitous in nature and technology, but the course of mathematical physics over the last 300 years has tended to make their…
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…
Based on Newton's laws reformulated in the Hamiltonian dynamics combined with statistical mechanics, we formulate a statistical mechanical theory supporting the hypothesis of a closed oscillating universe. We find that the behaviour of the…
In the so-called "microscopic" models of vehicular traffic, attention is paid explicitly to each individual vehicle each of which is represented by a "particle"; the nature of the "interactions" among these particles is determined by the…
A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…
A few considerations on the nature of Economics and its relationship to human communities through the prism of Self-Organizing-Systems.