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相关论文: Wealth distribution: To be or not to be a Gamma?

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We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

统计力学 · 物理学 2009-11-07 Anirban Chakraborti

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…

综合金融 · 定量金融 2015-05-30 Abhijit Chakraborty , G. Mukherjee , S. S. Manna

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…

物理与社会 · 物理学 2008-12-02 Abhijit Kar Gupta

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…

综合金融 · 定量金融 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

We develop a statistical framework for wealth allocation in which agents hold discrete units of wealth and macrostates are defined by how wealth is distributed across agents. The structure of the economic state space is characterized…

物理与社会 · 物理学 2026-02-04 Korak Biswas

The agent-based Yard-Sale model of wealth inequality is generalized to incorporate exponential economic growth and its distribution. The distribution of economic growth is nonuniform and is determined by the wealth of each agent and a…

统计力学 · 物理学 2021-08-26 Kang K. L. Liu , N. Lubbers , W. Klein , J. Tobochnik , B. M. Boghosian , Harvey Gould

We model a closed economic system with interactions that generates the features of empirical wealth distribution across all wealth brackets, namely a Gibbsian trend in the lower and middle wealth range and a Pareto trend in the higher…

综合金融 · 定量金融 2008-12-02 Marisciel L. Palima , Eduardo J. David

We consider a simple theoretical model to investigate the impact of inheritances on the wealth distribution. Wealth is described as a finite resource, which remains constant over different generations and is divided equally among offspring.…

物理与社会 · 物理学 2021-11-17 Pedro Patrício , Nuno A. M. Araújo

We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random…

物理与社会 · 物理学 2008-12-02 Arnab Chatterjee , Bikas K Chakrabarti

We study analytically the change in the wealth ($x$) distribution $P(x)$ against saving propensity $\lambda$ in a closed economy, using the Kinetic theory. We estimate the Gini ($g$) and Kolkata ($k)$ indices by deriving (using $P(x)$) the…

物理与社会 · 物理学 2022-03-14 Bijin Joseph , Bikas K. Chakrabarti

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

物理与社会 · 物理学 2008-12-02 P. K. Mohanty

Using the analogy with inelastic granular gasses we introduce a model for wealth exchange in society. The dynamics is governed by a kinetic equation, which allows for self-similar solutions. The scaling function has a power-law tail, the…

统计力学 · 物理学 2008-12-02 Frantisek Slanina

We investigate the detailed dynamics of gains and losses made by agents in some kinetic models of wealth exchange. The concept of a walk in an abstract gain-loss space for the agents had been introduced in an earlier work. For models in…

物理与社会 · 物理学 2013-05-29 Sanchari Goswami , Arnab Chatterjee , Parongama Sen

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…

综合金融 · 定量金融 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

How can we limit wealth disparities while stimulating economic flows in sustainable societies? To examine the link between these concepts, we propose an econophysics asset exchange model with the surplus stock of the wealthy. The wealthy…

综合经济学 · 经济学 2021-11-08 Takeshi Kato , Yoshinori Hiroi

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

物理与社会 · 物理学 2011-01-04 Arnab Chatterjee , Parongama Sen

We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general…

综合金融 · 定量金融 2015-06-16 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

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…

理论经济学 · 经济学 2024-01-19 Andrea Monaco , Matteo Ghio , Adamaria Perrotta

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

凝聚态物理 · 物理学 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

We show, analytically and numerically, that wealth distribution in the Bouchaud-M\'ezard network model of the economy is described by a three-parameter generalized inverse gamma distribution. In the mean-field limit of a network with any…

统计金融 · 定量金融 2015-06-11 Tao Ma , John G. Holden , R. A. Serota