相关论文: Is it Possible to Describe Economical Phenomena by…
Challenges due to the rapid urbanization of the world -- especially in emerging countries -- range from an increasing dependence on energy, to air pollution, socio-spatial inequalities, environmental and sustainability issues. Modelling the…
Many statistical issues arise in the analysis of Particle Physics experiments. We give a brief introduction to Particle Physics, before describing the techniques used by Particle Physicists for dealing with statistical problems, and also…
Efficient networking has a substantial economic and societal impact in a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Statistical physics is used to investigate independent component analysis with polynomial contrast functions. While the replica method fails, an adapted cavity approach yields valid results. The learning curves, obtained in a suitable…
Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…
A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
In statistical mechanics, measuring the number of available states and their probabilities, and thus the system's entropy, enables the prediction of the macroscopic properties of a physical system at equilibrium. This predictive capacity…
Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socio-economic phenomena in a multi-agent system naturally requires to consider,…
Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…
A mathematical framework for the physics of nonequilibrium phenomena is gradually being developed. This review is meant to shed light on some aspects of Response Theory, on the theory of Fluctuation Relations, on the so-called "t-mixing"…
The study of the physical properties of open quantum systems is at the heart of many present investigations which aim to describe their dynamical evolution, on theoretical ground and through physical realizations. Here we develop a…
Within Tsallis statistics, a picture is elaborated to address self--similar time series as a thermodynamic system. Thermodynamic--type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and…
The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts…
The fundamental assumption of statistical mechanics is that the system is equally likely in any of the accessible microstates. Based on this assumption, the Boltzmann distribution is derived and the full theory of statistical thermodynamics…
Within the frames of the analytical mechanics the method of the description of dynamics of nonequilibrium systems of potentially interacting elements is develops. The method is based on an opportunity of representation of nonequilibrium…