Statistical physics of human beings in games:Controlled experiments

It is important to know whether the laws or phenomena in statistical physics for natural systems with non-adaptive agents still hold for social human systems with adaptive agents, because this implies whether it is possible to study or understand social human systems by using statistical physics originating from natural systems. For this purpose, we review the role of human adaptability in four kinds of specific human behaviors, namely, normal behavior, herd behavior, contrarian behavior, and hedge behavior. The approach is based on controlled experiments in the framework of market-directed resource-allocation games. The role of the controlled experiments could be at least two-fold: adopting the real human decision-making process so that the system under consideration could reflect the performance of genuine human beings;making it possible to obtain macroscopic physical properties of a human system by tuning a particular factor of the system,thus directly revealing cause and effect. As a result, both computer simulations and theoretical analyses help to show a few counterparts of some laws or phenomena in statistical physics for social human systems: two-phase phenomena or phase transitions, entropy-related phenomena, and a non-equilibrium steady state. This review highlights the role of human adaptability in these counterparts, and makes it possible to study or understand some particular social human systems by means of statistical physics coming from natural systems.     

A non-extensive statistical physics approach to the polarity reversals of the geomagnetic field

Using the CK95 database of Cande and Kent (1995) [7], we apply the concepts of non-extensive statistical physics (NESP) to the time intervals between two consecutive geomagnetic reversals, called inter-reversal times. The application of NESM is appropriate to systems such as the geomagnetic field where non-linearity, long-range interactions, memory effects and scaling are important. We calculate the probability density function for the inter-reversal times and using the CK95 geomagnetic reversals and we estimate a thermodynamic q parameter of q=1.5, which supports the conclusion that the geomagnetic system is a sub-extensive one with long-range memory effects. The results discussed using the complementary to the NESP approach of superstatistics which is based on a superposition of ordinary local equilibrium statistical mechanics, using a suitable intensive parameter β that fluctuates on a relatively large temporal scale, leading to the conclusion that two degrees of freedom describe the process which generates the geomagnetic reversals.     

From space-time chaos to stochastic thermodynamics

We summarize the results of several experiments that show the evolution of some scientific interests and goals of the statistical and nonlinear physics community in the last 40 years. Specifically, we present how the ideas of extending concepts of equilibrium statistical physics to out-of-equilibrium physics have been developed to characterize various phenomena such as, for example, transition to space-time chaos and glass aging. We then discuss the applications of this out-of-equilibrium thermodynamics to microsystems driven out of equilibrium either by external forces or by temperature gradients. We show that in these systems thermal fluctuations play a role and that all thermodynamics quantities, such as work, heat, and entropy fluctuate. We recall general concepts such as fluctuation theorems and fluctuation dissipation relations used to characterize the statistical properties of these small systems. We describe experiments where all these concepts have been applied and tested with high accuracy. Finally, we show how these theoretical concepts and the experiments allowed us to improve our knowledge on the connection between information and thermodynamics.     

A statistical physics view of financial fluctuations: Evidence for scaling and universality

The unique scaling behavior of financial time series have attracted the research interest of physicists. Variables such as stock returns, share volume, and number of trades have been found to display distributions that are consistent with a power-law tail. We present an overview of recent research joining practitioners of economic theory and statistical physics to try to understand better some puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, i.e. phenomena that lie outside of patterns of statistical regularity. We review recent research, which suggests that such outliers may not in fact exist and that the same laws seem to govern outliers as well as day-to-day fluctuations.     

Scale-invariant structure of energy fluctuations in real earthquakes

Earthquakes are obviously complex phenomena associated with complicated spatiotemporal correlations, and they are generally characterized by two power laws: the Gutenberg-Richter (GR) and the Omori-Utsu laws. However, an important challenge has been to explain two apparently contrasting features: the GR and Omori-Utsu laws are scale-invariant and unaffected by energy or time scales, whereas earthquakes occasionally exhibit a characteristic energy or time scale, such as with asperity events. In this paper, three high-quality datasets on earthquakes were used to calculate the earthquake energy fluctuations at various spatiotemporal scales, and the results reveal the correlations between seismic events regardless of their critical or characteristic features. The probability density functions (PDFs) of the fluctuations exhibit evidence of another scaling that behaves as a q-Gaussian rather than random process. The scaling behaviors are observed for scales spanning three orders of magnitude. Considering the spatial heterogeneities in a real earthquake fault, we propose an inhomogeneous Olami-Feder-Christensen (OFC) model to describe the statistical properties of real earthquakes. The numerical simulations show that the inhomogeneous OFC model shares the same statistical properties with real earthquakes.     

Statistical Theory of the Many-Body Nuclear System

A recently proposed statistical theory of the mean fields associated with the ground and excited collective states of a generic many-body system is extended by increasing the dimensions of the P-space. In applying the new framework to nuclear matter, in addition to the mean field energies we obtain their fluctuations as well, together with those of the wavefunctions, in first order of the expansion in the complexity of the Q-space states. The physics described by the latter is assumed to be random. To extract numerical predictions from our scheme we develop a schematic version of the approach, which, while much simplified, yields results of significance on the size of the error affecting the mean fields, on the magnitude of the residual effective interaction, on the ground state spectroscopic factor, and on the mixing occurring between the vectors spanning the P-space.     

Universality in solar flare, magnetic storm and earthquake dynamics using Tsallis statistical mechanics

The universal character of the dynamics of various extreme phenomena is an outstanding scientific challenge. We show that X-ray flux and D_st time series during powerful solar flares and intense magnetic storms, respectively, obey a nonextensive energy distribution function for earthquake dynamics with similar values for the Tsallis entropic index q. Thus, evidence for universality in solar flares, magnetic storms and earthquakes arise naturally in the framework of Tsallis statistical mechanics. The observed similarity suggests a common approach to the interpretation of these diverse phenomena in terms of driving physical mechanisms that have the same character.     

Nature Has No Elementary Particles and Makes No Measurements or Predictions: Quantum Measurement and Quantum Theory,from Bohr to Bell and from Bell to Bohr

This article reconsiders the concept of physical reality in quantum theory and the concept of quantum measurement, following Bohr, whose analysis of quantum measurement led him to his concept of a (quantum) “phenomenon,” referring to “the observations obtained under the specified circumstances,” in the interaction between quantum objects and measuring instruments. This situation makes the terms “observation” and “measurement,” as conventionally understood, inapplicable. These terms are remnants of classical physics or still earlier history, from which classical physics inherited it. As defined here, a quantum measurement does not measure any preexisting property of the ultimate constitution of the reality responsible for quantum phenomena. An act of measurement establishes a quantum phenomenon by an interaction between the instrument and the quantum object or in the present view the ultimate constitution of the reality responsible for quantum phenomena and, at the time of measurement, also quantum objects. In the view advanced in this article, in contrast to that of Bohr, quantum objects, such as electrons or photons, are assumed to exist only at the time of measurement and not independently, a view that redefines the concept of quantum object as well. This redefinition becomes especially important in high-energy quantum regimes and quantum field theory and allows this article to define a new concept of quantum field. The article also considers, now following Bohr, the quantum measurement as the entanglement between quantum objects and measurement instruments. The argument of the article is grounded in the concept “reality without realism” (RWR), as underlying quantum measurement thus understood, and the view, the RWR view, of quantum theory defined by this concept. The RWR view places a stratum of physical reality thus designated, here the reality ultimately responsible for quantum phenomena, beyond representation or knowledge, or even conception, and defines the corresponding set of interpretations quantum mechanics or quantum field theory, such as the one assumed in this article, in which, again, not only quantum phenomena but also quantum objects are (idealizations) defined by measurement. As such, the article also offers a broadly conceived response to J. Bell’s argument “against ‘measurement’”.     

In social complex systems,the whole can be more or less than (the sum of) the parts

We discuss in a statistical physics framework the idea that “the whole is less than the parts”, as sometimes advocated by sociologists in view of the intrinsic complexity of humans, and try to reconcile this idea with the statistical physicists wisdom according to which “the whole is more than the sum of its parts” due to collective phenomena. We consider a simple mean-field model of interacting agents having an intrinsic complexity modeled by a large number of internal configurations. We show, by analytically solving the model, that interactions between agents lead, in some parameter range, to a ‘standardization’ of agents in the sense that all agents collapse in the same internal state, thereby drastically suppressing their complexity. Slightly generalizing the model, we find that agents standardization may lead to a global order if appropriate interactions are included. Hence, in this simple model, both agents standardization and collective organization may be viewed as two sides of the same coin.     

有限温度下一维Gaudin-Yang模型的热力学性质

本文通过数值求解有限温度下一维均匀费米Gaudin-Yang模型的热力学Bethe-ansatz方程, 研究了此模型的基本性质,得到了在给定的温度或给定的相互作用下, 化学势、相互作用、粒子密度和熵的相互变化图像. 对结果分析发现, 在给定温度和相互作用下, 熵随着化学势的变化有一个量子临界区域.     

Earthquake forecast based on its nucleation stages and the ensuing electromagnetic radiations

A schematic spatial model of an earthquake nucleation is analyzed, and the three stages of the process are identified. Accordingly, the electromagnetic radiations emitted by the fracturing phenomena accompanying each stage are analyzed and it is demonstrated, that the changes of parameters in the persistent specific shape of these radiations during the stages are significant. Specifically, we analyze radiation changes in frequency, directionality and amplitude together with their relations to the fractures' properties across the nucleation process. These results allow us to present a possible method of forecasting, several hours before earthquakes of large magnitudes.     

Theorems on estimating perturbative coefficients in quantum field theory and statistical physics

We present rigorous proofs for several theorems on using Padé approximants to estimate coefficients in perturbative quantum field theory and statistical physics. As a result, we find new trigonometric and other identities where the estimates based on this approach are exact. We discuss hypergeometric functions, as well as series from both perturbative quantum field theory and statistical physics.     

Do earthquakes exhibit self-organized criticality?

If earthquakes are phenomena of self-organized criticality (SOC), statistical characteristics of the earthquake time series should be invariant after the sequence of events in an earthquake catalog are randomly rearranged. In this Letter we argue that earthquakes are unlikely phenomena of SOC because our analysis of the Southern California Earthquake Catalog shows that the first-return-time probability PM(T) is apparently changed after the time series is rearranged. This suggests that the SOC theory should not be used to oppose the efforts of earthquake prediction.     

A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model

In the paper, we begin with introducing a novel scale mixture of normal distribution such that its leptokurticity and fat-tailedness are only local, with this “locality” being separately controlled by two censoring parameters. This new, locally leptokurtic and fat-tailed (LLFT) distribution makes a viable alternative for other, globally leptokurtic, fat-tailed and symmetric distributions, typically entertained in financial volatility modelling. Then, we incorporate the LLFT distribution into a basic stochastic volatility (SV) model to yield a flexible alternative for common heavy-tailed SV models. For the resulting LLFT-SV model, we develop a Bayesian statistical framework and effective MCMC methods to enable posterior sampling of the parameters and latent variables. Empirical results indicate the validity of the LLFT-SV specification for modelling both “non-standard” financial time series with repeating zero returns, as well as more “typical” data on the S&P 500 and DAX indices. For the former, the LLFT-SV model is also shown to markedly outperform a common, globally heavy-tailed, t-SV alternative in terms of density forecasting. Applications of the proposed distribution in more advanced SV models seem to be easily attainable.     

The Stock Market Model with Delayed Information Impact from a Socioeconomic View

Finding the critical factor and possible “Newton’s laws” in financial markets has been an important issue. However, with the development of information and communication technologies, financial models are becoming more realistic but complex, contradicting the objective law “Greatest truths are the simplest.” Therefore, this paper presents an evolutionary model independent of micro features and attempts to discover the most critical factor. In the model, information is the only critical factor, and stock price is the emergence of collective behavior. The statistical properties of the model are significantly similar to the real market. It also explains the correlations of stocks within an industry, which provides a new idea for studying critical factors and core structures in the financial markets.     

Intuitionistic Fuzzy TOPSIS as a Method for Assessing Socioeconomic Phenomena on the Basis of Survey Data

In the assessment of most complex socioeconomic phenomena with the use of multicriteria methods, continuous data are used, the source of which are most often public statistics. However, there are complex phenomena such as quality of life and quality of services in the assessment, for which questionnaire surveys and ordinal measurement scales are used. In this case, the use of classic multicriteria methods is very difficult, taking into account the way of presenting this type of data by official statistics, as well as their permissible transformations and arithmetic operations. Therefore, the main purpose of this study was the presentation of a novel framework which can be applied for assessing socioeconomic phenomena on the basis of survey data. It was assumed that the object assessments may contain positive or negative opinions and an element of uncertainty expressed in the form a “no”, “difficult to say”, or “no opinion” answers. For this reason, the intuitionistic fuzzy TOPSIS (IF-TOPSIS) method is proposed. To demonstrate the potential of this solution, the results of measuring the subjective quality of life of the inhabitants of 83 cities in EU countries, EFTA countries, the UK, the Western Balkans, and Turkey are presented. For most cities, a high level of subjective quality of life was observed using the proposed approach. The highest level of quality of life was observed in Zurich, whereas the lowest was observed in Palermo.