arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1108.4646physics.soc-phcond-mat.stat-mech
收藏

财富交换动力学模型中的反持续动力学

Antipersistent dynamics in kinetic models of wealth exchange

Sanchari Goswami, Arnab Chatterjee, Parongama Sen

摘要:

我们研究了财富交换的动力学模型中代理人的收益和损失的详细动态。在早期的工作中,已经引入了在抽象的增益-损失空间中行走的概念。对于代理不储蓄或储蓄倾向一致的模型,这种行走具有扩散行为。在储蓄倾向$λ$随机分布($0 \leq λ< 1$)的情况下,所得到的步行显示出弹道性质(除了在$λ^* \approx 0.47$的特定值处)。在这里,我们考虑随机$λ$行走的其他几个功能。虽然这种行走的一些宏观性质与有偏随机行走相当,但在微观层面上,存在明显的差异。结果证明,这种差异是由于一种反持续的倾向,即在损失(收益)之后立即获得(损失)。这种相关性实际上存在于没有储蓄或具有均匀储蓄的动力学模型中,使得相应的行走与普通的随机行走不同。在分布式储蓄的情况下,反持久性与同时发生的总体偏差。

英文摘要:

We investigate the detailed dynamics of gains and losses made by agents in some kinetic models of wealth exchange. The concept of a walk in an abstract gain-loss space for the agents had been introduced in an earlier work. For models in which agents do not save, or save with uniform saving propensity, this walk has diffusive behavior. In case the saving propensity $λ$ is distributed randomly ($0 \leq λ< 1$), the resultant walk showed a ballistic nature (except at a particular value of $λ^* \approx 0.47$). Here we consider several other features of the walk with random $λ$. While some macroscopic properties of this walk are comparable to a biased random walk, at microscopic level, there are gross differences. The difference turns out to be due to an antipersistent tendency towards making a gain (loss) immediately after making a loss (gain). This correlation is in fact present in kinetic models without saving or with uniform saving as well, such that the corresponding walks are not identical to ordinary random walks. In the distributed saving case, antipersistence occurs with a simultaneous overall bias.

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。

↑