Physica A: Statistical Mechanics and its Applications最新文献

{"title":"Ornstein–Uhlenbeck process for horse race betting: A micro–macro analysis of herding and informed bettors","authors":"Tomoya Sugawara,&nbsp;Shintaro Mori","doi":"10.1016/j.physa.2025.130982","DOIUrl":"10.1016/j.physa.2025.130982","url":null,"abstract":"<div><div>We model the time evolution of single-win odds in Japanese horse racing as a stochastic process, deriving an Ornstein–Uhlenbeck (O–U) process by analyzing the probability dynamics of vote shares and the empirical time series of odds movements. Our framework incorporates two types of bettors: herders, who adjust their bets based on current odds, and informed better (fundamentalist), who wager based on a horse’s true winning probability. Using data from 3450 Japan Racing Association races in 2008, we identify a microscopic probability rule governing individual bets and a mean-reverting macroscopic pattern in odds convergence. This structure parallels financial markets, where traders’ decisions are influenced by market fluctuations, and the interplay between herding and fundamentalist strategies shapes price dynamics. These results highlight the broader applicability of our approach to non-equilibrium financial and betting markets, where mean-reverting dynamics emerge from simple behavioral interactions.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 130982"},"PeriodicalIF":3.1,"publicationDate":"2025-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222151","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"From Leiden to Pleasure Island: The Constant Potts Model for community detection as a hedonic game","authors":"Lucas Lopes Felipe ,&nbsp;Konstantin Avrachenkov ,&nbsp;Daniel Sadoc Menasché","doi":"10.1016/j.physa.2025.130989","DOIUrl":"10.1016/j.physa.2025.130989","url":null,"abstract":"<div><div>Community detection is one of the fundamental problems in data science which consists of partitioning nodes into disjoint communities. We present a game-theoretic perspective on the Constant Potts Model (CPM) for partitioning networks into disjoint communities, emphasizing its efficiency, robustness, and accuracy. Efficiency: We reinterpret CPM as a potential hedonic game by decomposing its global Hamiltonian into local utility functions, where the local utility gain of each agent matches the corresponding increase in global utility. Leveraging this equivalence, we prove that local optimization of the CPM objective via better-response dynamics converges in pseudo-polynomial time to an equilibrium partition. Robustness: We introduce and relate two stability criteria: a strict criterion based on a novel notion of robustness, requiring nodes to simultaneously maximize neighbors and minimize non-neighbors within communities, and a relaxed utility function based on a weighted sum of these objectives, controlled by a resolution parameter. Accuracy: In community tracking scenarios, where initial partitions are used to bootstrap the Leiden algorithm with partial ground-truth information, our experiments reveal that robust partitions yield higher accuracy in recovering ground-truth communities.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 130989"},"PeriodicalIF":3.1,"publicationDate":"2025-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145270563","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Physical mechanism analysis of anomalous diffusion characterized by scaling law","authors":"Nuo Xu ,&nbsp;HongGuang Sun ,&nbsp;Xiangnan Yu ,&nbsp;Xiaoting Liu","doi":"10.1016/j.physa.2025.131011","DOIUrl":"10.1016/j.physa.2025.131011","url":null,"abstract":"<div><div>The scaling law of displacement variance serves as an important signature in identifying the characteristics of solute transport in heterogeneous media. However, classifying anomalous diffusion into sub-diffusion and super-diffusion based on scaling laws does not fully capture the underlying mechanisms of solute transport. We employ Continuous Time Random Walk (CTRW) and Spatial Markov Model (SMM) to capture various microscopic mechanisms and their corresponding displacement variance. A detailed analysis, illustrated by breakthrough curves and spatial snapshots, under fixed values of displacement variance scaling law, is performed to investigate the distinctions among given mechanisms. Analysis results show that the anomalous transport behavior driven by preferential flow, sorption and velocity correlation may have fundamental distinction under the same displacement variance scaling law. On the other hand, both sub-diffusion and super-diffusion can arise from the interplay of competing mechanisms, such as preferential flow, sorption, and velocity correlation. At last, some suggestions are provided for selecting the appropriate transport model, based on the physical mechanism analysis of real-world situations.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 131011"},"PeriodicalIF":3.1,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222136","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Modeling and simulation of pedestrian turning behavior at campus stair landings with retrograde movement","authors":"Chuan-Yao Li ,&nbsp;Xin-Hui Li ,&nbsp;Liang Chen","doi":"10.1016/j.physa.2025.131012","DOIUrl":"10.1016/j.physa.2025.131012","url":null,"abstract":"<div><div>In order to study the turning dynamics behavior of pedestrians at the turning landing of campus stairs, this study conducts behavioral analysis based on video data in real-world environments and establishes a hexagonal cellular automaton (HCA) model. The model integrates the pedestrians’ circular motion preference at the landing and the avoidance tendency for retrograde pedestrians. Numerical simulations confirm the model’s ability to reproduce observed behaviors. Simulations of on-campus scenarios reveal that retrograde behavior alters both the routes and passage times of forward pedestrians compared to one-way scenarios. Its effects vary by location and density, sometimes aiding and other times hindering forward pedestrian movement in terms of travel time, etc. In addition, simulations of high-density scenarios showed that retrograde behavior accelerates pedestrian pileups and significantly increases the risk of safety accidents. This study helps to deepen the understanding of the micro-mechanisms of pedestrian behavior at stair turning landings and provides theoretical support for campus safety management.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 131012"},"PeriodicalIF":3.1,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Human-driving like lane-changing behavior of autonomous vehicles based on asymmetric risk field and reinforcement learning","authors":"Wang-Han Gong,&nbsp;Geng Zhang,&nbsp;Bo-Yu Song","doi":"10.1016/j.physa.2025.131009","DOIUrl":"10.1016/j.physa.2025.131009","url":null,"abstract":"<div><div>Lane-changing (LC) behavior is a common and safety-risky behavior in traffic system, accurately quantizing the risk during LC process and establishing a reasonable LC model are crucial for autonomous vehicles to complete LC process like human-driving vehicles. So far, the risk in LC process is mainly assumed to be symmetric in existing studies and the different safety risks posed by different types of vehicles are ignored. To explore the safety risks posed by different types of vehicles in real traffic, an asymmetric risk field LC model from the perspective of asymmetric risk is established in this paper. In this model, the asymmetric risk is calculated in view of the vehicle size, and the vehicle size is presented as volume based on natural dataset. Also, the risk threshold that is introduced to depict the LC behavior in line with human-driving characteristics is calibrated by applying reinforcement learning (RL) method and NGSIM dataset. Finally, comparison simulation between the proposed model and the symmetric risk model is carried out and the simulation results illustrate that the longitudinal error (LE), the mixed gap error (MGE), and the model error (ME) of the proposed model with real data is lower than that of the symmetric risk model with real data. It shows that the proposed model is more consistent with the real LC trajectory than the symmetric risk model.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 131009"},"PeriodicalIF":3.1,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222150","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On the relationship between market regimes and the evolution of network properties in the Ethereum market","authors":"M. Grande ,&nbsp;J. Borondo","doi":"10.1016/j.physa.2025.131000","DOIUrl":"10.1016/j.physa.2025.131000","url":null,"abstract":"<div><div>Ethereum’s introduction of smart contracts has significantly expanded blockchain use cases, enabling decentralized applications. Since all transactions are publicly available, the system can be modeled as a complex network, allowing us to uncover emergent user behavior and explore the underlying dynamics of the ecosystem. In this study, we focus on analyzing the structural differences within the Ethereum system across three distinct market regimes: bull, bear, and sideways. To achieve this, we apply a Hidden Markov Model to the log-return time series to uncover the underlying states, revealing three differentiated states, each corresponding to a specific market regime. Next, we investigate the network structural differences across these regimes, finding meaningful variations. During the bear regime, the out-degree distribution is more heterogeneous, with the largest hub exhibiting more extreme out-degree values. Additionally, during the bull and sideways regimes, we observe higher levels of reciprocity, clustering, and modularity compared to the bear regime. These findings suggest that during bull and sideways markets, the interaction patterns are more complex, and the community structure is more cohesive. Overall, our work underscores how market conditions shape trading patterns and the structural properties of the Ethereum transaction network, providing new insights into the interplay between market regimes, network topology, and user behavior in decentralized ecosystems.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131000"},"PeriodicalIF":3.1,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145271043","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Anomalous thermodynamics of the ferromagnetic p-state clock model on the kagome lattice: An exact analysis within recursive lattice approach","authors":"E. Jurčišinová,&nbsp;M. Jurčišin","doi":"10.1016/j.physa.2025.131006","DOIUrl":"10.1016/j.physa.2025.131006","url":null,"abstract":"<div><div>The ferromagnetic <span><math><mi>p</mi></math></span>-state clock model on the kagome-like recursive lattice is introduced and its magnetic and thermodynamic properties are analyzed for various values of <span><math><mi>p</mi></math></span> up to <span><math><mrow><mi>p</mi><mo>=</mo><mn>16</mn></mrow></math></span>. It is shown that the model is exactly solvable since the free energy per site of the model can be derived for any given value of <span><math><mi>p</mi></math></span>. It is also shown that the model exhibits the second-order phase transitions between the ferromagnetic and paramagnetic phase for all values of <span><math><mi>p</mi></math></span> except of <span><math><mrow><mi>p</mi><mo>=</mo><mn>3</mn></mrow></math></span>, for which the corresponding phase transition is of the first-order type. The equations that drive the positions of all critical temperatures as well as of the transition temperature for <span><math><mrow><mi>p</mi><mo>=</mo><mn>3</mn></mrow></math></span> are derived and their numerical values are estimated for all values of <span><math><mi>p</mi></math></span> with very high precision. Besides, it is shown that the model exhibits anomalous magnetic and thermodynamic behavior for <span><math><mrow><mi>p</mi><mo>≥</mo><mn>5</mn></mrow></math></span> with the presence of the anomalous peak in the low-temperature behavior of the specific heat. Based on the analysis of the corresponding behavior of the entropy and magnetization of the model, it is assumed that this anomalous low-temperature behavior of the specific heat is given by the existence of macroscopically highly-degenerated ground state of the model for <span><math><mrow><mi>p</mi><mo>→</mo><mi>∞</mi></mrow></math></span> with nonzero residual entropy.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 131006"},"PeriodicalIF":3.1,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222721","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Modelling income distributions using Tsallis statistics","authors":"Stefan Hutzler,&nbsp;John A. Joseph,&nbsp;Samuel Marks,&nbsp;Peter Richmond","doi":"10.1016/j.physa.2025.130993","DOIUrl":"10.1016/j.physa.2025.130993","url":null,"abstract":"<div><div>The World Bank provides data sets for income distributions of over 140 countries. We demonstrate that the large majority of these can be described by a distribution derived from Tsallis statistics, which is a generalisation of Boltzmann statistics, applicable to non-equilibrium systems. (For nine countries the log-normal distribution is statistically preferred.) The result of our least square fits of the income distributions suggests a roughly linear variation of the two Tsallis fit parameters, <span><math><mi>λ</mi></math></span> (an inverse temperature), and the index of non-extensivity, <span><math><mi>q</mi></math></span>, for <span><math><mrow><mi>q</mi><mo>≲</mo><mn>1</mn><mo>.</mo><mn>5</mn></mrow></math></span> (with <span><math><mrow><mi>q</mi><mo>=</mo><mn>1</mn></mrow></math></span> corresponding to Boltzmann statistics). Values of the Gini index (a measure of inequality) for the different countries, obtained from our least square fits, are in good agreement with published World Bank data. Finally, we present an expression for the cumulative distribution for income data which is normalised with respect to the average income, to allow for an estimation of the power law exponent describing its tail.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 130993"},"PeriodicalIF":3.1,"publicationDate":"2025-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145160211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Lévy walk with asymmetric walking times in complex environments","authors":"Ting Liu,&nbsp;Guohua Li,&nbsp;Hong Zhang,&nbsp;Xiangwen Huang,&nbsp;Xiaoxuan Wang,&nbsp;Xiaoyu Tang,&nbsp;Zeyu Tu","doi":"10.1016/j.physa.2025.130999","DOIUrl":"10.1016/j.physa.2025.130999","url":null,"abstract":"<div><div>The Lévy walk serves as an important model for superdiffusion and holds significant importance in biological motion research. This study addresses the anisotropic deviations observed in practical biological movements by proposing an asymmetric walking-time Lévy walk model based on diffusion direction, while systematically analyzing its dynamical behavior under linear potential fields. The spatiotemporal coupling challenge is resolved through the Hermite polynomial approximation method, enabling precise computation of key statistical quantities. Research findings demonstrate that in the absence of potential fields, both exponential and power-law distributed walking times exhibit ballistic diffusion, with the latter showing variance scaling affected by asymmetry <span><math><mrow><mtext>Var</mtext><mrow><mo>[</mo><mi>x</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>]</mo></mrow><mo>∝</mo><msup><mrow><mi>t</mi></mrow><mrow><mn>2</mn><mo>−</mo><mrow><mo>|</mo><mi>α</mi><mo>|</mo></mrow></mrow></msup></mrow></math></span> (where <span><math><mrow><mi>α</mi><mo>=</mo><msub><mrow><mi>α</mi></mrow><mrow><mi>r</mi></mrow></msub><mo>−</mo><msub><mrow><mi>α</mi></mrow><mrow><mi>l</mi></mrow></msub></mrow></math></span> represents the difference in power-law exponents of asymmetric walking-time distributions), where the dynamics are governed collectively by initial velocity <span><math><msub><mrow><mi>v</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span>, jumping probability <span><math><mi>γ</mi></math></span>, and asymmetric time parameters. When subjected to a linear potential field, exponential walking times maintain the <span><math><msup><mrow><mi>t</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> scaling of ballistic diffusion, while power-law distributions enhance to superdiffusive behavior with <span><math><mrow><mrow><mo>〈</mo><msup><mrow><mi>x</mi></mrow><mrow><mn>2</mn></mrow></msup><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>〉</mo></mrow><mo>∝</mo><msup><mrow><mi>t</mi></mrow><mrow><mn>4</mn></mrow></msup></mrow></math></span>, though the dominant variance term depends on <span><math><mrow><mo>min</mo><mrow><mo>(</mo><msub><mrow><mi>α</mi></mrow><mrow><mi>r</mi></mrow></msub><mo>,</mo><msub><mrow><mi>α</mi></mrow><mrow><mi>l</mi></mrow></msub><mo>)</mo></mrow></mrow></math></span>, with the dynamics jointly controlled by acceleration and asymmetric time parameters. This research provides theoretical foundations for designing random walk models with specific transport properties, offering substantial value for both biological motion mechanism studies and engineering applications.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 130999"},"PeriodicalIF":3.1,"publicationDate":"2025-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222141","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Relaxation times under pulsed ponderomotive forces using the Central Limit Theorem","authors":"J.L. Domenech-Garret","doi":"10.1016/j.physa.2025.131002","DOIUrl":"10.1016/j.physa.2025.131002","url":null,"abstract":"<div><div>We study the relaxation time of a generic plasma which is perturbed by means of a time-dependent pulsed force. This time pulse is modelled using a Gaussian superposition. During such a pulse two forces are considered: An inhomogeneous oscillating electric force and the corresponding ponderomotive force. The evolution of that ensemble is driven by the Boltzmann Equation, and the perturbed population is described by a power-law distribution function. In this work, as a new feature, instead the usual techniques the transient between both distributions is analysed using the moments of such distribution function and the Central Limit Theorem. This technique, together with the, ad hoc solved, equation of motion of the charges under this particular system of pulsed forces, allows to find the corresponding expressions relating the time pulse with the relaxation times and the dynamic conditions. We validate that new technique by comparison with the analytical expression using the corresponding relaxation time using an exact collision operator. Moreover, we parameterise this plasma to make numerical estimates in order to analyse the impact of relevant parameters involved in the physical process on such a relaxation time.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"679 ","pages":"Article 131002"},"PeriodicalIF":3.1,"publicationDate":"2025-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145160212","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}