A multi-parametric family of exponential distributions with various power law tails is introduced and is shown to describe adequately the known distributions of incomes and wealth as well as the recently measured distributions of new car sales. The three or four-parametric families are...

Empirical data for stock and stock-indexes returns that is available for international markets as well as for the Russian stock market is introduced and discussed. Random walk process with a specific law of an elementary independent increment (jump) in some random walk space is proposed for a...

Truncated Levy distributions of “SP500” stock index fluctuations (Mantegna, Stanley, Nature 376 (1995) 46) are obtained in the formerly introduced model (Romanovsky, Physica A 265 (1999) 264) for stock market. A one-body random kinematics in this space corresponds to the one-shares...

A method for constructing the model or virtual space of economic events when economic objects can be considered as material ones is suggested. We describe change of share rates in time at stock markets as the potential difference of attracted bodies in time in this virtual space. Each share of...

In the first part nonideality effects on reaction rates are studied from a thermodynamical point of view. In the following part the microscopic dynamics and the influence of microfields is studied and several new results referring to the spectra of the fields and their influence of the fusion...