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arXiv 0904.0344q-fin.TRcond-mat.stat-mechnlin.CD
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在经济类气体模型中引入混沌

Introducing Chaos in Economic Gas-like Models

C. Pellicer-Lostao, R. Lopez-Ruiz

摘要:

本文认为理想的气体类模型的交易市场,其中每个代理商被确定为一个气体分子,与其他交易弹性或货币保守的碰撞。传统上,这些模型引入了不同的随机选择规则和配对代理之间的交换。与这些传统的模型不同,这项工作引入了一个混沌过程,能够打破代理(i,j)->(j,i)的配对对称性。结果表明,随着配对对称性的逐步破缺,混沌演化下市场的渐近货币分布可以呈现从Gibbs分布到Pareto分布的过渡。

英文摘要:

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 rules of random selection and exchange between pair agents. Unlike these traditional models, this work introduces a chaotic procedure able of breaking the pairing symmetry of agents (i,j)->(j,i). Its results show that, the asymptotic money distributions of a market under chaotic evolution can exhibit a transition from Gibbs to Pareto distributions, as the pairing symmetry is progressively broken.

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