English

Ideal-Gas Like Markets: Effect of Savings

Physics and Society 2008-12-02 v2 Statistical Mechanics General Finance

Abstract

We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random saving factors for its agents we show that the steady state income (mm) distribution P(m)P(m) in the model has a power law tail with Pareto index ν\nu equal to unity. We also discuss the detailed numerical results on this model. We analyze the distribution of mutual money difference and also develop a master equation for the time development of P(m)P(m). Precise solutions are then obtained in some special cases.

Keywords

Cite

@article{arxiv.physics/0507136,
  title  = {Ideal-Gas Like Markets: Effect of Savings},
  author = {Arnab Chatterjee and Bikas K Chakrabarti},
  journal= {arXiv preprint arXiv:physics/0507136},
  year   = {2008}
}

Comments

14 pages, 6 eps figures, in 'Econophysics of Wealth Distributions', Springer-Verlag Italia, Ed. A. Chatterjee, S. Yarlagadda and B. K. Chakrabarti (2005) pp 79-92; Conf. Proc. Econophys-Kolkata I: International Workshop on Econophysics of Wealth Distributions, Kolkata, India, March 2005. Low resolution figures used