发帖
雷达卡
摘要翻译：
研究了随机网络上的Bouchaud-M'ezard(BM)模型，该模型是用来解释现实经济中的帕累托定律的。利用“绝热独立”假设，我们解析地得到了财富的平稳概率分布函数。结果表明，由财富方差的发散所表示的财富凝聚发生在比平均场理论更大的$J$处，其中$J$代表了Agent之间相互作用的强度。我们将我们的结果与数值模拟结果进行了比较，发现它们很好地吻合。
---
英文标题：
《Bouchaud-M\'ezard model on a random network》
---
作者：
Takashi Ichinomiya
---
最新提交年份：
2012
---
分类信息：
一级分类：Physics 物理学
二级分类：Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述：Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应，自组织系统，统计物理，波动系统，随机过程，相互作用粒子系统，机器学习
--
一级分类：Physics 物理学
二级分类：Disordered Systems and Neural Networks 无序系统与神经网络
分类描述：Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜；随机、非周期和准周期系统的性质；无序介质中的传输；本地化；由缺陷和无序介导的现象；神经网络
--
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
--
---
英文摘要：
We studied the Bouchaud-M\'ezard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution function of wealth. The results shows that wealth-condensation, indicated by the divergence of the variance of wealth, occurs at a larger $J$ than that obtained by the mean-field theory, where $J$ represents the strength of interaction between agents. We compared our results with numerical simulation results and found that they were in good agreement.
---
PDF链接：
https://arxiv.org/pdf/1209.2467
京公网安备 11010802022788号
