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相关论文: Clausius inequality and H-theorems for some models…

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We discuss the possibility of deriving an H-theorem for the nonlinear discrete time evolution known as Ulam's redistribution of energy problem. In this model particles are paired at random and then their total energy is redistributed…

统计力学 · 物理学 2013-06-06 S. M. Apenko

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…

交易与市场微观结构 · 定量金融 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

综合金融 · 定量金融 2009-11-13 Anirban Chakraborti , Marco Patriarca

Simple agent based exchange models are a commonplace in the study of wealth distribution of artificial societies. Generally, each agent is characterized by its wealth and by a risk-aversion factor, and random exchanges between agents allow…

适应与自组织系统 · 物理学 2009-11-11 G. M. Caon , S. Goncalves , J. R. Iglesias

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…

适应与自组织系统 · 物理学 2014-07-29 Yves Pomeau , Ricardo Lopez-Ruiz

We present a proof of the monotonic entropy growth for a nonlinear discrete-time model of a random market. This model, based on binary collisions, also may be viewed as a particular case of Ulam's redistribution of energy problem. We…

统计力学 · 物理学 2013-03-14 S. M. Apenko

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

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

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework.…

综合金融 · 定量金融 2015-06-19 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

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 propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

综合金融 · 定量金融 2015-05-07 Els Heinsalu , Marco Patriarca

Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…

概率论 · 数学 2014-10-15 Chiara Franceschini , Cristian Giardina

We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…

物理与社会 · 物理学 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…

概率论 · 数学 2021-04-06 Fei Cao , Pierre-Emmanuel Jabin , Sebastien Motsch

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

A dynamical model of capital exchange is introduced in which a specified amount of capital is exchanged between two individuals when they meet. The resulting time dependent wealth distributions are determined for a variety of exchange…

统计力学 · 物理学 2009-10-30 S. Ispolatov , P. L. Krapivsky , S. Redner

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

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

概率论 · 数学 2025-01-07 Hironobu Sakagawa

In this paper we present a new derivation of the $H$-theorem and the corresponding collisional equilibrium velocity distributions, within the framework of Tsallis' nonextensive thermostatistics. Unlike previous works, in our derivation we…

统计力学 · 物理学 2009-11-10 Fernando M. Ramos , Reinaldo R. Rosa , Luis A. W. Bambace

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete…

概率论 · 数学 2021-07-19 Bertram Düring , Nicos Georgiou , Enrico Scalas

In this paper we discuss some examples of systems composed of $N$ units, which exchange a conserved quantity $x$ according to some given stochastic rule, from some standard kinetic model of condensed matter physics to the kinetic exchange…

统计力学 · 物理学 2016-10-12 Marco Patriarca , Els Heinsalu , Amrita Singh , Anirban Chakraborti
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