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arXiv 0905.1518q-fin.ST
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学术讨论会:货币、财富和收入的统计机制

Colloquium: Statistical mechanics of money, wealth, and income

Victor M. Yakovenko, J. Barkley Rosser

摘要:

本次学术讨论会回顾了自20世纪90年代末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玻尔兹曼-吉布斯能量分布,我们证明了对于某些具有相互作用的经济主体的模型,货币的概率分布是指数分布。还审查了替代方案。对财富和收入的经验分布的数据分析揭示了一个两级分布。大部分的人口属于较低的阶级,其特征是指数(“热”)分布,而一小部分的人口在上层阶级的特点是幂律(“超热”)分布。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。

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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