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相关论文: Models of wealth distributions: a perspective

200 篇论文

This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different…

交易与市场微观结构 · 定量金融 2009-04-03 C. Pellicer-Lostao , R. Lopez-Ruiz

We briefly review 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 agents…

统计金融 · 定量金融 2011-03-14 Victor M. Yakovenko

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 look at the meaning of 'relaxation' in the wealth exchange models that are recently proposed in Econophysics to interpret the wealth distributions. To quantify and characterise the process of relaxation, we define an appropriate quantity…

综合金融 · 定量金融 2008-12-02 Abhijit KarGupta

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

综合金融 · 定量金融 2015-05-27 Anindya S. Chakrabarti

This paper analyzes the equilibrium distribution of wealth in an economy where firms' productivities are subject to idiosyncratic shocks, returns on factors are determined in competitive markets, dynasties have linear consumption functions…

综合金融 · 定量金融 2009-06-11 Davide Fiaschi , Matteo Marsili

In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this…

综合金融 · 定量金融 2011-05-23 Jose-Luis Lopez , Ricardo Lopez-Ruiz , Xavier Calbet

The kinetic exchange model has gained popularity in the field of statistical mechanics for investigating wealth interaction. Traditionally, kinetic exchange models have been studied without considering preferential interactions. However, in…

物理与社会 · 物理学 2023-05-26 Suchismita Banerjee

We discuss a possibility of deriving an H-theorem for nonlinear discrete time evolution equation that describes random wealth exchanges. In such kinetic models economical agents exchange wealth in pairwise collisions just as particles in a…

统计力学 · 物理学 2014-08-04 S. M. Apenko

Social and economic inequality is a plague of the XXI Century. It is continuously widening, as the wealth of a relatively small group increases and, therefore, the rest of the world shares a shrinking fraction of resources. This situation…

综合金融 · 定量金融 2021-02-03 José Roberto Iglesias , Ben-Hur Francisco Cardoso , Sebastián Gonçalves

Some general features of kinetic multi-agent models are reviewed, with particular attention to the relation between the agent saving propensities and the form of the equilibrium wealth distribution. The effect of a finite cutoff of the…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Guido Germano

In the so-called ``fair'' models of peer-to-peer wealth exchanges, economic inequality tends to reach its maximum value asymptotically. This global trend is evident as the richest continuously accumulate a larger share of wealth at the…

物理与社会 · 物理学 2023-08-22 Thiago Dias , Sebastián Gonçalves

When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…

统计力学 · 物理学 2019-09-23 M. E. J. Newman

Under conditions of market equilibrium, the distribution of capital income follows a Pareto power law, with an exponent that characterizes the given equilibrium. Here, a simple taxation scheme is proposed such that the post-tax capital…

经济学 · 定量金融 2018-03-14 Jacques Tempere

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

The dynamics of generalized Lotka-Volterra systems is studied by theoretical techniques and computer simulations. These systems describe the time evolution of the wealth distribution of individuals in a society, as well as of the market…

统计力学 · 物理学 2009-11-07 Ofer Malcai , Ofer Biham , Peter Richmond , Sorin Solomon

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated…

物理与社会 · 物理学 2015-06-12 L. A. Braunstein , P. A. Macri , J. R. Iglesias

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

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of…

概率论 · 数学 2021-05-18 Fei Cao , Sebastien Motsch

In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and…

统计力学 · 物理学 2008-12-02 Adrian A. Dragulescu , Victor M. Yakovenko