arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1007.5074q-fin.ST
收藏

货币概率分布的统计力学方法

Statistical mechanics approach to the probability distribution of money

Victor M. Yakovenko

摘要:

本章回顾了自20世纪90年代末以来经济物理学文献中发展起来的货币概率分布的统计模型。在这些模型中,经济交易被建模为支付商品和服务的代理人之间的随机资金转移。从最初的平均分配开始,系统自发地发展出一种高度不平等的货币分配,类似于物理学中的玻尔兹曼-吉布斯能量分布。边界条件对于实现平稳分布至关重要。当债务被允许时,它会破坏系统的稳定,除非对最大债务施加某种限制。

英文摘要:

This Chapter reviews statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents in payment for goods and services. Starting from the initially equal distribution of money, the system spontaneously develops a highly unequal distribution of money analogous to the Boltzmann-Gibbs distribution of energy in physics. Boundary conditions are crucial for achieving a stationary distribution. When debt is permitted, it destabilizes the system, unless some sort of limit is imposed on maximal debt.

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。

↑