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Income redistribution is the transfer of income from some individuals to others directly or indirectly by means of social mechanisms, such as taxation, public services and so on. Employing a spatial public goods game, we study the influence…

Physics and Society · Physics 2017-03-08 Zhenhua Pei , Baokui Wang , Jinming Du

In this manuscript, we develop and analyze a continuous version of the well-known Bennati-Dragulescu-Yakovenko (BDY) dollar-exchange discrete model. Starting from the conservative BDY exchange mechanism, we rely on kinetic theory for…

Analysis of PDEs · Mathematics 2025-12-09 Fei Cao , Nadia Loy

One of the key socioeconomic phenomena to explain is the distribution of wealth. Bouchaud and M\'ezard have proposed an interesting model of economy [Bouchaud and M\'ezard (2000)] based on trade and investments of agents. In the mean-field…

Statistical Finance · Quantitative Finance 2009-02-03 Matus Medo

The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…

Physics and Society · Physics 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

We study a stochastic multiplicative system composed of finite asynchronous elements to describe the wealth evolution in financial markets. We find that the wealth fluctuations or returns of this system can be described by a walk with…

Statistical Mechanics · Physics 2009-11-07 Zhi-Feng Huang , Sorin Solomon

We propose some kinetic models of wealth exchange and investigate their behavior on directed networks though numerical simulations. We observe that network topology and directedness yields a variety of interesting features in these models.…

Physics and Society · Physics 2009-11-13 Arnab Chatterjee

Simple stochastic exchange games are based on random allocation of finite resources. These games are Markov chains that can be studied either analytically or by Monte Carlo simulations. In particular, the equilibrium distribution can be…

Physics and Society · Physics 2009-11-13 Enrico Scalas , Ubaldo Garibaldi , Stefania Donadio

"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best measure of the center, but the classical indices of income…

Methodology · Statistics 2023-08-08 Vytaras Brazauskas , Francesca Greselin , Ricardas Zitikis

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

The Tangled Nature Model of biological and cultural evolution features interacting agents which compete for limited resources and reproduce in an error prone fashion and at a rate depending on the `tangle' of interactions they maintain with…

Populations and Evolution · Quantitative Biology 2016-05-25 Christian Walther Andersen , Paolo Sibani

We investigate the transient and steady-state dynamics of the Bennati-Dragulescu-Yakovenko money game in the presence of probabilistic cheaters, who can misrepresent their financial status by claiming to have no money. We derive the…

Statistical Mechanics · Physics 2025-03-20 Kristian Blom , Dmitrii E. Makarov , Aljaž Godec

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework.…

General Finance · Quantitative Finance 2015-06-19 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst themselves such that the total wealth is…

Physics and Society · Physics 2010-10-27 Mehdi Lallouache , Aymen Jedidi , Anirban Chakraborti

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

This paper develops a nonparametric statistical model of wealth distribution that imposes little structure on the fluctuations of household wealth. In this setting, we use new techniques to obtain a closed-form household-by-household…

Economics · Quantitative Finance 2016-01-19 Ricardo T. Fernholz

We study in detail and explicitly solve the version of Kyle's model introduced in a specific case in \cite{BB}, where the trading horizon is given by an exponentially distributed random time. The first part of the paper is devoted to the…

Mathematical Finance · Quantitative Finance 2017-09-19 Umut Çetin

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and…

General Finance · Quantitative Finance 2010-09-23 Amit K Chattopadhyay , Graeme J Ackland , Sushanta K Mallick

Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…

Populations and Evolution · Quantitative Biology 2009-11-11 S. Pigolotti , A. Flammini , M. Marsili , A. Maritan

Evolutionary social dilemma games are extended by an additional matching-pennies game that modifies the collected payoffs. In a spatial version players are distributed on a square lattice and interact with their neighbors. Firstly, we show…

Physics and Society · Physics 2015-03-10 György Szabó , Attila Szolnoki

In game theory, an Evolutionarily Stable Set (ES set) is a set of Nash Equilibrium (NE) strategies that give the same payoffs. Similar to an Evolutionarily Stable Strategy (ES strategy), an ES set is also a strict NE. This work investigates…

Quantum Physics · Physics 2015-01-19 Tina Yu , Radel Ben-Av