Extremum complexity in the monodimensional ideal gas: the piecewise uniform density distribution approximation

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are expressed as one--particle distribution functions, this leads to piecewise exponential functions. It seems plausible to use these distributions in some systems out of equilibrium, thus greatly simplifying their description. In particular, here we study an isolated ideal monodimensional gas far from equilibrium that presents an energy distribution formed by two non--overlapping Gaussian distribution functions. This is demonstrated by numerical simulations. Also, some previous laboratory experiments with granular systems seem to display this kind of distributions.Comment: 11 pages, 1 table, 16 figure

Exponential wealth distribution in a random market. A rigorous explanation

In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this type of gas-like models is explained in a rigorous analytical way.Comment: 9 pages, 4 figure

Exponential wealth distribution: a new approach from functional iteration theory

Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explained from very different perspectives. In statistical physics, it is obtained from the principle of maximum entropy. In the same context, it can also be derived without any consideration about information theory, only from geometrical arguments under the hypothesis of equiprobability in phase space. Also, several multi-agent economic models based on mappings, with random, deterministic or chaotic interactions, can give rise to the asymptotic appearance of the exponential wealth distribution. An alternative approach to this problem in the framework of iterations in the space of distributions has been recently presented. Concretely, the new iteration given by $f_{n+1}(x) = \int\int_{u+v>x}{f_n(u)f_n(v)\over u+v} dudv.$. It is found that the exponential distribution is a stable fixed point of the former functional iteration equation. From this point of view, it is easily understood why the exponential wealth distribution (or by extension, other kind of distributions) is asymptotically obtained in different multi-agent economic models.Comment: 6 pages, 5 figure

Consistency between Measurements

Presentación realizada en: 8th G-VAP Workshop celebrado en la sede central de AEMET en Madrid, 13 al 14 de junio de 2019