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Related papers: Income and Poverty in a Developing Economy

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This papers aims to establish the empirical relationship between income, net wealth and their joint distribution in a selected group of euro area countries. I estimate measures of dependence between income and net wealth using a…

General Economics · Economics 2023-04-28 Anna Stelzer

We propose a Statistical-Mechanics inspired framework for modeling economic systems. Each agent composing the economic system is characterized by a few variables of distinct nature (e.g. saving ratio, expectations, etc.). The agents…

Statistical Mechanics · Physics 2007-05-23 Tom Erez , Martin Hohnisch , Sorin Solomon

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

Applications · Statistics 2018-07-11 Christoph Dalitz

This paper presents a discrete-event stochastic model for the redistribution of indistinguishable personal items, exemplified by socks, among multiple cohabitants sharing a communal laundry system. Drawing on concepts from ecological…

Physics and Society · Physics 2025-11-05 Syed Haseeb Shah

This paper presents a model of the dynamics of the wage income distribution.

General Finance · Quantitative Finance 2015-05-13 John Angle

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

Statistical Mechanics · Physics 2020-06-24 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

A detailed examination of the effect of harvesting on a population has been carried out by extending the standard cubic deterministic model by considering a population under Allee effect with a quadratic function representing harvesting.…

Populations and Evolution · Quantitative Biology 2021-08-18 Özgür Gültekin , Çağatay Eskin , Esra Yazıcıoğlu

In earlier work, we derived a nonlinear, nonlocal Fokker-Planck equation for the Yard-Sale Model of asset exchange. In the absence of redistribution, we showed that the Gini coefficient is a Lyapunov functional for this model, tending to…

Physics and Society · Physics 2016-02-23 Bruce M. Boghosian , Adrian Devitt-Lee , Merek Johnson , Jeremy A. Marcq , Hongyan Wang

In our model, $n$ traders interact with each other and with a central bank; they are taxed on the money they make, some of which is dissipated away by corruption. A generic feature of our model is that the richest trader always wins by…

Physics and Society · Physics 2008-12-02 Anita Mehta , A. S. Majumdar , J. M. Luck

We analyze inequality aspects of the agent-based model of capitalist economy named it Social Architecture of Capitalism that has been introduced by Ian Wright. The model contemplates two main types of agents, workers and capitalists, which…

Physics and Society · Physics 2025-03-12 Jhordan Silveira Borba , Sebastian Gonçalves , Celia Anteneodo

We applied Dirac distribution, Bose-Einstein distribution, and occasionally Boltzmann-Gibbs distribution in order to determine which is optimal for income distribution on a large pool of countries. The best fit to the data was observed in…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

The rich-get-richer mechanism (agents increase their ``wealth'' randomly at a rate proportional to their holdings) is often invoked to explain the Pareto power-law distribution observed in many physical situations, such as the degree…

General Finance · Quantitative Finance 2008-12-02 James P. Bagrow , Jie Sun , Daniel ben-Avraham

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…

Statistical Finance · Quantitative Finance 2012-05-01 Victor M. Yakovenko

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of…

Probability · Mathematics 2021-05-18 Fei Cao , Sebastien Motsch

Poverty is a multifaceted phenomenon linked to the lack of capabilities of households to earn a sustainable livelihood, increasingly being assessed using multidimensional indicators. Its spatial pattern depends on social, economic,…

Computation and Language · Computer Science 2023-04-28 Atharva Kulkarni , Raya Das , Ravi S. Srivastava , Tanmoy Chakraborty

Modeling large dependent datasets in modern time series analysis is a crucial research area. One effective approach to handle such datasets is to transform the observations into density functions and apply statistical methods for further…

Methodology · Statistics 2025-07-23 Yinzhi Wang , Yingqiu Zhu , Ben-Chang Shia , Lei Qin

We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an…

Analysis of PDEs · Mathematics 2019-06-04 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

One shirt size cannot fit everybody, while we cannot make a unique shirt that fits perfectly for everyone because of resource limitation. This analogy is true for the policy making. Policy makers cannot establish a single policy to solve…

Machine Learning · Computer Science 2021-01-07 Chainarong Amornbunchornvej , Navaporn Surasvadi , Anon Plangprasopchok , Suttipong Thajchayapong

Behavioural finance offers a valuable framework for examining foreign exchange (FX) market dynamics, including puzzles such as excess volatility and fat-tailed distributions. Yet, when it comes to their interaction with the `real' side of…

General Economics · Economics 2025-08-05 Marwil J. Davila-Fernandez , Serena Sordi

We extend the Fokker-Planck framework of Froseth (2026, arXiv:2603.05283) to populations of investors with heterogeneous, persistent return-generating ability. When the drift coefficient in the Langevin equation for log-wealth varies across…

Physics and Society · Physics 2026-04-17 Anders G Frøseth
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