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Large deviations, metastability and selection

Kurchan, Jorge - In: Physica A: Statistical Mechanics and its Applications 418 (2015) C, pp. 170-188

In this note I introduce some techniques to treat systems in contact with (stochastic) thermal baths. The methods and the level of rigour are those of theoretical physics.

Persistent link: https://www.econbiz.de/10011077830

Correlations, risk and crisis: From physiology to finance

Gorban, Alexander N.; Smirnova, Elena V.; Tyukina, … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3193-3217

We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases,...

Persistent link: https://www.econbiz.de/10010871731

Optimization of gene sequences under constant mutational pressure and selection

Kowalczuk, M.; Gierlik, A.; Mackiewicz, P.; Cebrat, S.; … - In: Physica A: Statistical Mechanics and its Applications 273 (1999) 1, pp. 116-131

We have analyzed the influence of constant mutational pressure and selection on the nucleotide composition of DNA …

Persistent link: https://www.econbiz.de/10010872032

Preferential attachment renders an evolving network of populations robust against crashes

Samal, Areejit; Meyer-Ortmanns, Hildegard - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1535-1545

, and a selection mechanism on a longer time scale. Least fit nodes are replaced by new nodes whose links are attached to …

Persistent link: https://www.econbiz.de/10010874712

Ultrametricity in fund of funds diversification

Miceli, M.A.; Susinno, G. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 95-99

Minimum market transparency requirements impose hedge fund (HF) managers to use the statement declared strategy in practice. However, each declared strategy may actually generate a multiplicity of implemented management decisions. Is then the “actual ” strategy the same as the...

Persistent link: https://www.econbiz.de/10011063884

Mass media and heterogeneous bounds of confidence in continuous opinion dynamics

Pineda, M.; Buendía, G.M. - In: Physica A: Statistical Mechanics and its Applications 420 (2015) C, pp. 73-84

consensus. We show that the persuasion capacity of the external message is optimal for intermediate levels of heterogeneity. Our …

Persistent link: https://www.econbiz.de/10011117846

Modeling the heterogeneity of human dynamics based on the measurements of influential users in Sina Microblog

Wang, Chenxu; Guan, Xiaohong; Qin, Tao; Yang, Tao - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 239-249

characterize the heterogeneity. The numerical simulations validate the model and verify that the short time interval tweeting …

Persistent link: https://www.econbiz.de/10011209697

Interaction in agent-based economics: A survey on the network approach

Bargigli, Leonardo; Tedeschi, Gabriele - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 1-15

In this paper we aim to introduce the reader to some basic concepts and instruments used in a wide range of economic networks models. In particular, we adopt the theory of random networks as the main tool to describe the relationship between the organization of interaction among individuals...

Persistent link: https://www.econbiz.de/10010871850

Impact of heterogeneous human activities on epidemic spreading

Yang, Zimo; Cui, Ai-Xiang; Zhou, Tao - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4543-4548

debate. Motivated by the impact of temporal heterogeneity of human activities on epidemic spreading, this paper studies the … individuals have different mean activities. Extensive simulations show that the heterogeneity of activities at the population … speed of this model is more sensitive to the change of system heterogeneity compared with the model consisted of individuals …

Persistent link: https://www.econbiz.de/10010872467

Monte Carlo investigation of anomalous transport in presence of a discontinuity and of an advection field

Marseguerra, M.; Zoia, A. - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 2, pp. 448-464

Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous transport has been successfully analysed within the...

Persistent link: https://www.econbiz.de/10010872554