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Applications of statistical physics to complex systems

Medo, Matúš ; Zhang, Yi-Cheng (Dir.)

Thèse de doctorat : Université de Fribourg, 2008 ; no 1614.

Knowledge and information make our lives easier and more enjoyable. In this thesis we use techniques and concepts from statistical physics and probability theory to explore several models of complex systems where information plays a prominent role. When building these models we tried to capture main aspects of real systems but also to keep the models simple and analytically solvable. We begin the...

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Modelling markets dynamics : minority games and beyond

Challet, Damien ; Zhang, Yi-Cheng (Dir.) ; Dacorogna, Michel (Codir.)

Thèse de doctorat : Université de Fribourg : 2000 ; no 1303.

Starting from the El Farol's bar problem, we introduce the minority game, an extremely simple model of competition between adaptive agents. We study its properties, and find that it displays a phase transition with symmetry breaking. An adequate mathematical formalism is introduced and reveals the spin glass nature of the model. We prove that available information is a Lyapunov function for this...

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