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arXiv 1204.6483q-fin.STcond-mat.stat-mech
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统计力学在经济学中的应用:货币、收入和能源消耗概率分布的熵起源

Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption

Victor M. Yakovenko

摘要:

本章是为庆祝纽约社会研究新学院杰出经济学家邓肯·福利70岁生日而写的。本章回顾了统计物理学方法的应用,如熵最大化原理,货币,收入和全球人均能源消费的概率分布。Foley在1996年提出的劳动力市场统计均衡理论所预测的工资指数概率分布得到了美国大部分人口(约97%)收入分配的经验数据的支持。此外,收入分配的上尾(约占总人口的3%)遵循幂律,并在金融泡沫时期急剧膨胀,导致整体收入不平等程度显著加剧。对经验数据的数学分析清楚地表明了一个社会的两个阶级结构,正如卡尔·马克思所指出的那样,最近占领运动也强调了这一点。世界人均能源消费的经验数据接近指数分布,这也可以用熵最大化原理来解释。

英文摘要:

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods, such as the principle of entropy maximization, to the probability distributions of money, income, and global energy consumption per capita. The exponential probability distribution of wages, predicted by the statistical equilibrium theory of a labor market developed by Foley in 1996, is supported by empirical data on income distribution in the USA for the majority (about 97%) of population. In addition, the upper tail of income distribution (about 3% of population) follows a power law and expands dramatically during financial bubbles, which results in a significant increase of the overall income inequality. A mathematical analysis of the empirical data clearly demonstrates the two-class structure of a society, as pointed out Karl Marx and recently highlighted by the Occupy Movement. Empirical data for the energy consumption per capita around the world are close to an exponential distribution, which can be also explained by the entropy maximization principle.

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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