摘要翻译:
我们回顾了封闭经济的最小模型的一些方面,特别是我们可以分析地处理的一些方面,这个最小模型类似于理想气体的动力学理论模型,在这个模型中,代理人之间交换财富,使得总财富是守恒的,每个个体代理人在交易前保存一部分(0<λ<1)的财富。我们对闭系统中所有主体(全局储蓄倾向)的分数λ为常数的特殊情况感兴趣。我们通过矩的计算表明,由此产生的财富分布不可能是Phys中推测的伽马分布。Rev.E 70,016104(2004)。我们还导出了低财富分配的形式,这是一个新的结果。
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英文标题:
《Wealth distribution: To be or not to be a Gamma?》
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作者:
Mehdi Lallouache, Aymen Jedidi and Anirban Chakraborti
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最新提交年份:
2010
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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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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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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英文摘要:
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 conserved, and each individual agent saves a fraction (0 < lambda < 1) of wealth before transaction. We are interested in the special case where the fraction lambda is constant for all the agents (global saving propensity) in the closed system. We show by moment calculations that the resulting wealth distribution cannot be the Gamma distribution that was conjectured in Phys. Rev. E 70, 016104 (2004). We also derive a form for the distribution at low wealth, which is a new result.
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PDF链接:
https://arxiv.org/pdf/1004.5109