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相关论文: Statistical mechanics of money: How saving propens…

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In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

统计力学 · 物理学 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

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 review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving propensity, and non-Gibbs distributions otherwise. While the…

统计力学 · 物理学 2009-11-10 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski

This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…

概率论 · 数学 2018-04-18 Nicolas Lanchier , Stephanie Reed

The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…

物理与社会 · 物理学 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

统计力学 · 物理学 2008-12-02 Bikas K. Chakrabarti , Arnab Chatterjee

This Chapter reviews statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the…

统计金融 · 定量金融 2012-04-10 Victor M. Yakovenko

Boltzmann-Gibbs distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform…

适应与自组织系统 · 物理学 2015-06-11 Ismael Martinez-Martinez , Ricardo Lopez-Ruiz

We study a statistical model consisting of $N$ basic units which interact with each other by exchanging a physical entity, according to a given microscopic random law, depending on a parameter $\lambda$. We focus on the equilibrium or…

统计力学 · 物理学 2009-11-10 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…

概率论 · 数学 2022-08-12 Fei Cao , Pierre-Emmanuel Jabin

We have studied numerically the statistical mechanics of the dynamic phenomena, including money circulation and economic mobility, in some transfer models. The models on which our investigations were performed are the basic model proposed…

物理与社会 · 物理学 2008-12-02 Yougui Wang , Ning Ding

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…

统计力学 · 物理学 2009-11-10 Juan C. Ferrero

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

Models in econophysics, i.e., the emerging field of statistical physics that applies the main concepts of traditional physics to economics, typically consist of large systems of economic agents who are characterized by the amount of money…

概率论 · 数学 2017-03-08 Nicolas Lanchier

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

物理与社会 · 物理学 2015-06-22 Sanchari Goswami , Parongama Sen

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

统计力学 · 物理学 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

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

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of…

物理与社会 · 物理学 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…

物理与社会 · 物理学 2009-11-11 Yougui Wang , Ning Ding , Li Zhang

We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst themselves such that the total wealth is…

物理与社会 · 物理学 2010-10-27 Mehdi Lallouache , Aymen Jedidi , Anirban Chakraborti
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