Crowd simulation is rapidly becoming a standard tool for evacuation planning and evaluation. However, the many crowd models in the literature are structurally different, and few have been rigorously calibrated against real-world egress data, especially in emergency situations. In this paper we...

We show that the Zipf’s law for Chinese characters perfectly holds for sufficiently short texts (few thousand different characters). The scenario of its validity is similar to the Zipf’s law for words in short English texts. For long Chinese texts (or for mixtures of short Chinese texts),...

We show that the scaled cumulant generating and large deviation function, associated to a two-state Markov process involving two processes, obey a symmetry relation reminiscent of the fluctuation theorem, independent from any conditions on the transition rates. The Legendre transform leading...

Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both types of analysis are concentrated mostly on Pearson’s correlation coefficient and consequently intraday...

Evolutionary dynamics provides an iconic relationship – the periodic frequency of a game is determined by the payoff matrix of the game. This paper reports the first experimental evidence to demonstrate this relationship. Evidence comes from two populations randomly-matched 2 × 2 games with...

Nonlinear oscillators that are subject to noise and delayed interaction have been used to describe a number of dynamical phenomena in Physics and beyond. Here we study the spectral statistics (power and cross-spectral densities) of a small number of noisy nonlinear oscillators and derive...

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [L. Kristoufek, M. Vosvrda, Physica A <Emphasis Type="Bold">392, 184 (2013)]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying...</emphasis>

We discuss the statistical mechanics of a system of self-gravitating particles with an exclusion constraint in position space in a space of dimension d. The exclusion constraint puts an upper bound on the density of the system and can stabilize it against gravitational collapse. We plot the...

We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic fluctuations with a given distribution ψ(τ) of residence...

This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...