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相关论文: Size-Dependency of Income Distributions and Its Im…

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A microeconomic model is developed, which accurately predicts the shape of personal income distribution (PID) in the United States and the evolution of the shape over time. The underlying concept is borrowed from geo-mechanics and thus can…

统计金融 · 定量金融 2009-03-03 Ivan O. Kitov

The American economy can be thought of as a highly connected random network in terms of both its technological and informational connections. The cumulative size of economic recessions, the fall in output from peak to trough, is analysed…

其他凝聚态物理 · 物理学 2009-11-10 Paul Ormerod

This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-generalized statistics, is derived that is particularly suitable…

物理与社会 · 物理学 2009-02-23 F. Clementi , M. Gallegati , G. Kaniadakis

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

统计方法学 · 统计学 2007-10-26 J. H. Sepanski , Lingji Kong

A model is presented of the market dynamics to emphasis the effects of increasing returns to scale, including the description of the born and death of the adaptive producers. The evolution of market structure and its behavior with the…

统计力学 · 物理学 2008-12-02 Ying Fan , Menghui Li , Zengru Di

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 analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey…

综合金融 · 定量金融 2012-12-07 Hans G. Danielmeyer , Thomas Martinetz

We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…

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

Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going…

统计金融 · 定量金融 2009-09-06 Robert Kitt , Maksim Sakki , Jaan Kalda

The distributions of the times to the first common ancestor t_mrca is numerically studied for an ecological population model, the extended Moran model. This model has a fixed population size N. The number of descendants is drawn from a beta…

种群与进化 · 定量生物学 2018-10-30 Alexander K. Hartmann , Thierry E. Huillet

Substantial empirical research has shown that the level of individualism vs. collectivism is one of the most critical and important determinants of societal traits, such as economic growth, economic institutions and health conditions. But…

社会与信息网络 · 计算机科学 2014-11-20 Kartik Ahuja , Simpson Zhang , Mihaela van der Schaar

We describe a formal approach based on graphical causal models to identify the "root causes" of the change in the probability distribution of variables. After factorizing the joint distribution into conditional distributions of each…

统计方法学 · 统计学 2021-05-25 Kailash Budhathoki , Dominik Janzing , Patrick Bloebaum , Hoiyi Ng

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay…

综合金融 · 定量金融 2012-09-14 Boris Podobnik , Davor Horvatic , Dror Y. Kenett , H. Eugene Stanley

We determine the distribution of size and growthrates of German business firms in 1987-1997. We find a log-normal size distribution. The distribution of growth rates has fat tails. It can be fitted to an exponential in a narrow central…

统计力学 · 物理学 2008-12-02 Johannes Voit

Income segregation measures the extent to which households choose to live near other households with similar incomes. Sociologists theorize that income segregation can exacerbate the impacts of income inequality, and have developed indices…

统计方法学 · 统计学 2021-11-24 Matthew Simpson , Scott H. Holan , Christopher K. Wikle , Jonathan R. Bradley

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

The main purpose of this paper is to generalize some recent results obtained by Chilarescu and Manuel Gomez. Essentially, we are trying to study the effect of elasticity of substitution on the parameters of economic growth, based on its two…

理论经济学 · 经济学 2025-06-04 Constantin Chilarescu

Forest-fire and avalanche models support the notion that frequent catastrophes prevent the growth of very large populations and as such prevent rare large-scale catastrophes. We show that this notion is not universal. A new model class…

种群与进化 · 定量生物学 2018-08-08 N. Dori , H. Behar , H. Brot , Y. Louzoun

The distribution of wealth among the members of a society is herein assumed to result from two fundamental mechanisms, trade and investment. An empirical distribution of wealth shows an abrupt change between the low-medium range, that may…

统计力学 · 物理学 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

Recent research has documented a significant rise in the volatility (e.g., expected squared change) of individual incomes in the U.S. since the 1970s. Existing measures of this trend abstract from individual heterogeneity, effectively…

统计金融 · 定量金融 2008-12-02 Shane T. Jensen , Stephen H. Shore
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