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Related papers: A stylized model for wealth distribution

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In this invited book chapter, we draw the reader to a brief review of the different Kinetic Exchange Models (KEMs) that have gradually developed for markets and how they can be employed to quantitatively study inequalities (the Gini Index…

Physics and Society · Physics 2023-10-31 Sanjukta Paul , Bikas K. Chakrabarti

Asset exchange models (AEMs) provide a physics-inspired framework for studying wealth formation. These models capture wealth distribution dynamics via pairwise money exchanges, yielding steady-state distributions from exponential to…

Physics and Society · Physics 2025-09-30 Joel Wagner , Siew Ann Cheong , Viola Priesemann

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

General Finance · Quantitative Finance 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

Statistical Mechanics · Physics 2010-05-28 Giuseppe Toscani

In order to describe the properties of the observed distribution of wealth in a population, most economic models rely on the existence of an asymptotic equilibrium state. In addition, the process generating the equilibrium distribution is…

Statistical Mechanics · Physics 2024-02-16 Valerio Astuti

This paper investigates the emergence of wealth inequality through a minimalist kinetic exchange model that incorporates two fundamental economic features: fixed-amount transactions and hard budget constraints. In contrast to the maximum…

Physics and Society · Physics 2025-11-12 Jihyuan Liuh

We review the basic kinetic wealth-exchange models of Angle [J. Angle, Social Forces 65 (1986) 293; J. Math. Sociol. 26 (2002) 217], Bennati [E. Bennati, Rivista Internazionale di Scienze Economiche e Commerciali 35 (1988) 735], Chakraborti…

Physics and Society · Physics 2009-11-16 Marco Patriarca , Els Heinsalu , Anirban Chakraborti

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of…

Adaptation and Self-Organizing Systems · Physics 2014-07-29 Yves Pomeau , Ricardo Lopez-Ruiz

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the evolution of wealth in a pure gambling process, where the entire sum of wealths of two agents is up for gambling, and randomly shared between the…

General Finance · Quantitative Finance 2015-05-18 Federico Bassetti , Giuseppe Toscani

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

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a…

General Finance · Quantitative Finance 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

General Finance · Quantitative Finance 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated…

Physics and Society · Physics 2015-06-12 L. A. Braunstein , P. A. Macri , J. R. Iglesias

We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic…

General Finance · Quantitative Finance 2019-03-07 D. S. Quevedo , C. J. Quimbay

Excessive wealth concentration can undermine economic and social development. Random Asset Exchange (RAE) models provide valuable tools to investigate this phenomenon. Assuming that economic systems may operate optimally near the critical…

Statistical Mechanics · Physics 2025-09-10 Nicolás Vazquez Von Bibow , Juan I. Perotti

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

Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we…

Physics and Society · Physics 2020-03-10 Lennart Fernandes , Jacques Tempere

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

In the last decade, a large body of literature has been developed to explain the universal features of inequality in terms of income and wealth. By now, it is established that the distributions of income and wealth in various economies show…

General Finance · Quantitative Finance 2016-11-25 Anindya S. Chakrabarti , Bikas K. Chakrabarti

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Probability · Mathematics 2025-12-24 Bar Light