Using an information-theoretic framework, we examine how an intelligent agent, given an accurate model of its environment, synchronizes to the environment — i.e., comes to know in which state the environment is. We show that the total uncertainty experienced by the agent during the process is...

We analyze how difficult it is to synchronize to a periodic sequence whose structure is known, when an observer is initially unaware of the sequence's phase. We examine the transient information T, a recently introduced information-theoretic quantity that measures the uncertainty an observer...

Montroll [Proc. Nat. Acad. Sci. USA 75 (1978) 4633–4637] had considered a Verhulst evolution approach for introducing a notion he called "social force", to describe a jump in some economic output when a new technology or product outcompetes a previous one. In fact, Montroll's adaptation of...

We develop a framework based on microeconomic theory from which the ideal gas like market models can be addressed. A kinetic exchange model based on that framework is proposed and its distributional features have been studied by considering its moments. Next, we derive the moments of the CC...

This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown parameters on each simulated Monte-Carlo sample —...

In this work, we analyze gossip spreading on weighted networks. We try to define a new metric to classify weighted complex networks using our model. The model proposed here is based on the gossip spreading model introduced by Lind et al. on unweighted networks. The new metric is based on gossip...

We introduce Network Automata, a framework which couples the topological evolution of a network to its structure. To demonstrate its implementation we describe a simple model which exhibits behavior similar to the "Game of Life" before recasting some simple, well-known network models as Network...

It has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statistical signature (i.e., the scaling exponents associated to a related variable). However, a direct...