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摘要翻译：
我们建立了两个经济模型的统计集成表示，分别描述了一个支付系统和一个信贷市场。为此，我们采用玻尔兹曼-吉布斯分布，其中哈密顿量的作用由一组相互影响的经济主体的总货币供应量（即包括从债务中创造的货币）承担。因此，我们可以用货币的形式读出主要的热力学量。特别地，我们为信贷市场模型定义了一个工作项，它与货币政策对信贷创造的影响有关。此外，利用我们的形式主义，我们恢复和推广了以前文献中通过只考虑货币基础作为守恒量而给出的关于经济系统温度的一些结果。最后，我们研究了Pareto分布的统计系综。
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英文标题：
《Statistical ensembles for money and debt》
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作者：
Stefano Viaggiu, Andrea Lionetto, Leonardo Bargigli, Michele Longo
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最新提交年份：
2012
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics 物理学
二级分类：Statistical Mechanics 统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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英文摘要：
We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the Hamiltonian is taken by the total money supply (i.e. including money created from debt) of a set of interacting economic agents. As a result, we can read the main thermodynamic quantities in terms of monetary ones. In particular, we define for the credit market model a work term which is related to the impact of monetary policy on credit creation. Furthermore, with our formalism we recover and extend some results concerning the temperature of an economic system, previously presented in the literature by considering only the monetary base as conserved quantity. Finally, we study the statistical ensemble for the Pareto distribution.
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PDF链接：
https://arxiv.org/pdf/1109.0891
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