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In capitalist societies, only a single right can be fully exerted without constraints of any kind: the limitless accumulation of wealth. Such imperative or prime axiom is the ultimate cause of the raising waves of inequalities observed…

Physics and Society · Physics 2025-01-16 Iago Nascimento Barros , Marcelo Lobato Martins

Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important factor to be considered is the existence of risk aversion. In…

Statistical Mechanics · Physics 2009-11-10 J. R. Iglesias , S. Goncalves , G. Abramson , J. L. Vega

We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value parameterization. In a previous paper (Bar-Lev and Ridder,…

Methodology · Statistics 2020-04-01 Shaul K. Bar-Lev , Ad Ridder

We examine the statistical properties of a closed monetary economy with multi-aggregates interactions. Building upon Yakovenko's single-agent monetary model (Dragulescu and Yakovenko, 2000), we investigate the joint equilibrium distribution…

Theoretical Economics · Economics 2024-01-19 Andrea Monaco , Matteo Ghio , Adamaria Perrotta

A general framework of evolutionary dynamics under heterogeneous populations is presented. The framework allows continuously many types of heterogeneous agents, heterogeneity both in payoff functions and in revision protocols and the entire…

Computer Science and Game Theory · Computer Science 2023-10-13 Dai Zusai

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Theoretical Economics · Economics 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

The familiar adjunction between ordered sets and completely distributive lattices can be extended to generalised metric spaces, that is, categories enriched over a quantale (a lattice of "truth values"), via an appropriate distributive law…

Category Theory · Mathematics 2021-12-28 Adriana Balan , Alexander Kurz

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete…

Probability · Mathematics 2021-07-19 Bertram Düring , Nicos Georgiou , Enrico Scalas

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

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

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Probability · Mathematics 2017-01-05 Santanu Chakraborty , George P. Yanev

This paper derives a novel representation of the exponential discounting model that allows one to assess departures from the model via a measure of efficiency. The approach uses a revealed preference methodology that does not make any…

Theoretical Economics · Economics 2025-08-29 Charles Gauthier

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

Condensed Matter · Physics 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

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

We present a detailed numerical analysis of the modified version of a conservative self-organized extremal model introduced by Pianegonda et. al. for the distribution of wealth of the people in a society. Here the trading process has been…

General Finance · Quantitative Finance 2015-05-30 Abhijit Chakraborty , G. Mukherjee , S. S. Manna

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

Probability · Mathematics 2026-04-30 Anastasiia S. Kovtun , Nikolai N. Leonenko , Andrey Pepelyshev

Fair division has long been an important problem in the economics literature. In this note, we consider the existence of proportionally fair allocations of indivisible goods, i.e., allocations of indivisible goods in which every agent gets…

Computer Science and Game Theory · Computer Science 2019-08-19 Warut Suksompong

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West