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To account quantitatively for many reported ``natural'' fat tail distributions in Nature and Economy, we propose the stretched exponential family as a complement to the often used power law distributions. It has many advantages, among which…

Statistical Mechanics · Physics 2009-10-31 Jean Laherrère , D. Sornette

Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…

Physics and Society · Physics 2015-03-18 Ryohei Hisano , Didier Sornette , Takayuki Mizuno

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

Physics and Society · Physics 2011-09-06 Maria Letizia Bertotti , Giovanni Modanese

A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…

Statistical Mechanics · Physics 2018-01-03 Anirban Chakraborti , Marco Patriarca

The distribution of gross earnings of movies released each year show a distribution having a power-law tail with Pareto exponent $\alpha \simeq 2$. While this offers interesting parallels with income distributions of individuals, it is also…

Physics and Society · Physics 2012-01-11 Sitabhra Sinha , Raj Kumar Pan

This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of surplus/deficit distribution, and the long-time distributions are…

Economics · Quantitative Finance 2016-05-12 Eleonora Perversi , Eugenio Regazzini

We consider an ideal closed stock market, in which 100 traders have economic activities. The assets of the traders change through buying and selling stocks. We simulate the assets under conservation of both total currency and total number…

Statistical Mechanics · Physics 2008-12-10 Yoshikazu Ohtaki , Hiroshi H. Hasegawa

The uneven distribution of wealth and individual economic capacities are among the main forces which shape modern societies and arguably bias the emerging social structures. However, the study of correlations between the social network and…

Social and Information Networks · Computer Science 2016-12-15 Yannick Leo , Eric Fleury , J. Ignacio Alvarez-Hamelin , Carlos Sarraute , Márton Karsai

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the…

Other Condensed Matter · Physics 2009-01-31 F. Clementi , M. Gallegati

Daniel Kahneman and Amos Tversky argued for challenging inside views (informed by contextual specifics) with outside views (based on historical "base rates" for certain event types). A reasonable inside view of the prospects for the global…

General Economics · Economics 2026-05-12 David Roodman

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

Physics and Society · Physics 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

We analyze the data on personal income distribution from the Australian Bureau of Statistics. We compare fits of the data to the exponential, log-normal, and gamma distributions. The exponential function gives a good (albeit not perfect)…

Physics and Society · Physics 2008-12-02 Anand Banerjee , Victor M. Yakovenko , T. Di Matteo

A country's mix of products predicts its subsequent pattern of diversification and economic growth. But does this product mix also predict income inequality? Here we combine methods from econometrics, network science, and economic…

Economics · Quantitative Finance 2017-01-31 D. Hartmann , M. R. Guevara , C. Jara-Figueroa , M. Aristaran , C. A. Hidalgo

A completely new approach to the problem of energy distribution in statistical mechanics is developed that results in a general, combinatorial formula for the density of states. Relying on the approach the energy equipartition principle is…

Statistical Mechanics · Physics 2012-05-22 Agata Fronczak

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

Physics and Society · Physics 2008-12-10 Y. Malevergne , V. F. Pisarenko , D. Sornette

The statistical problem of the distribution of $s$ quanta of equal energy $\epsilon_0$ and total energy $E$ among $N$ distinguishable particles is resolved using the conventional theory based on Boltzmann's principle of equal probabilities…

Quantum Physics · Physics 2021-11-18 Michalis Psimopoulos , Emilie Dafflon

The distribution of household income is a central concern of modern economic policy due to its strong influence on life quality. Yet, non-expert audiences are unaware of the relationship between these two factors. To effectively communicate…

General Economics · Economics 2021-08-10 Sang Truong , Humberto Barreto

Capital usually leads to income, and income is more accurately and easily measured. Thus we summarize income distributions in USA, Germany, etc.

Economics · Quantitative Finance 2014-09-02 Dietrich Stauffer

In this paper, we explore the relationship between state-level household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconometric model, we shed light on regional disparities of…

Econometrics · Economics 2018-06-22 Manfred M. Fischer , Florian Huber , Michael Pfarrhofer

This paper presents a physical perspective on the human migration phenomenon claiming that human social behaviors are somehow but not completely inspired by nature. Human displacement or migration in the world is highly affected by…

Physics and Society · Physics 2022-01-19 Mina Ghanbari , Ghader Rezazadeh