摘要翻译:
这个座谈会回顾了自1990年代后期以来在经济物理学文献中发展起来的货币、财富和收入分配的统计模型。通过类比物理学中的Boltzmann-Gibbs能量分布,证明了在某些经济主体相互作用的模型中,货币的概率分布是指数分布。还审查了替代方案。对财富和收入经验分布的数据分析揭示了两类分布。大多数人口属于下层阶级,以指数(“热”)分布为特征,而上层阶级中的一小部分人口以幂律(“超热”)分布为特征。下半部分是非常稳定的,在时间上是静止的,而上半部分是高度动态的,不平衡的。
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英文标题:
《Colloquium: Statistical mechanics of money, wealth, and income》
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作者:
Victor M. Yakovenko, J. Barkley Rosser
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最新提交年份:
2009
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要:
This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that the probability distribution of money is exponential for certain classes of models with interacting economic agents. Alternative scenarios are also reviewed. Data analysis of the empirical distributions of wealth and income reveals a two-class distribution. The majority of the population belongs to the lower class, characterized by the exponential ("thermal") distribution, whereas a small fraction of the population in the upper class is characterized by the power-law ("superthermal") distribution. The lower part is very stable, stationary in time, whereas the upper part is highly dynamical and out of equilibrium.
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PDF链接:
https://arxiv.org/pdf/0905.1518


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