Power-law behavior and condensation phenomena in disordered urn models

Abstract

We investigate the equilibrium statistical properties of urn models with disorder. Two urn models are proposed; one belongs to the Ehrenfest class, and the other corresponds to the Monkey class. These models are introduced from the view point of the power-law behavior and randomness; it is clarified that quenched random parameters play an important role in generating the power-law behavior. We evaluate the occupation probability P(k) with which an urn has k balls by using the concept of statistical physics of disordered systems. In the disordered urn model belonging to the Monkey class, we find that above critical density ρc for a given temperature, condensation phenomenon occurs and the occupation probability changes its scaling behavior from an exponential law to a heavy tailed power law in large-k regime. We also discuss an interpretation of our results for explaining macro-economy, in particular the emergence of wealth differentials.