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Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with…

General Finance · Quantitative Finance 2015-04-17 Zhiwu Zheng

Economic competition between humans leads to income inequality, but, so far, there has been little understanding of underlying quantitative mechanisms governing such a collective behavior. We analyze datasets of household income from 67…

Economics · Quantitative Finance 2019-05-07 Yong Tao , Xiangjun Wu , Tao Zhou , Weibo Yan , Yanyuxiang Huang , Han Yu , Benedict Mondal , Victor M. Yakovenko

The widening inequality in income distribution in recent years, and the associated excessive pay packages of CEOs in the U.S. and elsewhere, is of growing concern among policy makers as well as the common person. However, there seems to be…

Economics · Quantitative Finance 2014-11-13 Venkat Venkatasubramanian , Yu Luo , Jay Sethuraman

This article is a supplement to my main contribution to the Routledge Handbook of Complexity Economics (2023). On the basis of three recent papers, it presents an unconventional perspective on economic inequality from a statistical physics…

General Economics · Economics 2023-07-06 Victor M. Yakovenko

An heuristic model of the society, as an assembly of weakly interacting individuals, is discussed. The model allows to connect macroscopic phenomena with features of relations between individuals. Addressing to the problem of inequality, a…

Biological Physics · Physics 2023-10-16 Vladimir Pokrovskii

General Equilibrium Theory is the benchmark of economics, especially its results concerning the efficient allocation of resources, known as the First and Second Welfare Theorems. Yet, General Equilibrium Theory is beyond the scope of most…

Theoretical Economics · Economics 2024-12-02 Pablo Ahumada

Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…

Physics and Society · Physics 2015-01-07 Jack Peterson , Purushottam D. Dixit , Ken A. Dill

Starting from a plausible assumption about the Total Revenue concept, a system of economic agents, that simulates the exchange of goods, is studied. Following a methodology equivalent to that used in the statistical-mechanical determination…

Physics and Society · Physics 2024-03-27 Juan Villegas-Febres

If wealthier people have advantages in having higher returns than poor, inequality will unequivocally increase, but is equal opportunity enough to prevent it? According to several models in economics and econophysics, no. They all display…

Statistical Mechanics · Physics 2022-01-21 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

General Finance · Quantitative Finance 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

A mere hyperbolic law, like the Zipf's law power function, is often inadequate to describe rank-size relationships. An alternative theoretical distribution is proposed based on theoretical physics arguments starting from the Yule-Simon…

Data Analysis, Statistics and Probability · Physics 2017-08-29 Marcel Ausloos , Roy Cerqueti

Although both systems analyzed are described through two theories apparently different (quantum mechanics and game theory) it is shown that both are analogous and thus exactly equivalents. The quantum analogue of the replicator dynamics is…

General Finance · Quantitative Finance 2016-12-12 Esteban Guevara Hidalgo

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

In [1] we presented a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we were able to redefine concepts like account balance, yield…

General Finance · Quantitative Finance 2014-11-10 W. P. Weijland

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…

Statistical Mechanics · Physics 2008-12-10 Adrian A. Dragulescu

Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explained from very different perspectives. In…

Adaptation and Self-Organizing Systems · Physics 2011-03-10 Ricardo Lopez-Ruiz , Jose-Luis Lopez , Xavier Calbet

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez
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