各种多代理人模型的财富分配的微观法律规定的行业，或没有储蓄标准，进行审查。本文讨论并阐明了具有恒定的整体储蓄倾向的模型的平衡性质，得到了Gamma分布，以及它们与有效维数$D_λ$中分子系统的Maxwell-Boltzmann动能分布的等价性，并与储蓄倾向$λ$ [M. Patriarca，A. Chakraborti和K. Kaski，Phys.Rev.E70（2004）016104]。我们利用这些结果分析了一个模型，在该模型中，个体储蓄倾向是淬灭的随机变量，均衡财富分布的尾部表现出帕累托定律$f(x) \propto x^{-α-1}$，其指数为$α=1$ [A.查特吉湾K. Chakrabarti和S. S. Manna，Physica Scripta T106（2003）367]。在这里，我们表明，所观察到的帕累托幂律可以解释为所产生的重叠的麦克斯韦-玻尔兹曼分布相关联的各种代理商，达到一个平衡态，其特征在于其各自的伽玛分布。我们还考虑了不同类型的储蓄倾向分布对平衡态的影响。
英文摘要：
Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global saving propensity, resulting in Gamma distributions, and their equivalence to the Maxwell-Boltzmann kinetic energy distribution for a system of molecules in an effective number of dimensions $D_λ$, related to the saving propensity $λ$ [M. Patriarca, A. Chakraborti, and K. Kaski, Phys. Rev. E 70 (2004) 016104]. We use these results to analyze the model in which the individual saving propensities of the agents are quenched random variables, and the tail of the equilibrium wealth distribution exhibits a Pareto law $f(x) \propto x^{-α-1}$ with an exponent $α=1$ [A. Chatterjee, B. K. Chakrabarti, and S. S. Manna, Physica Scripta T106 (2003) 367]. Here, we show that the observed Pareto power law can be explained as arising from the overlap of the Maxwell-Boltzmann distributions associated to the various agents, which reach an equilibrium state characterized by their individual Gamma distributions. We also consider the influence of different types of saving propensity distributions on the equilibrium state.
In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found lower and upper bounds for the indices and discuss the efficiencies of the models. Some exact analytical calculations are given for a few cases. We also exactly compute the quantities for Gamma and double Gamma distributions.
We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic transactions between pairs of agents leads the system to a macroscopic behavior where total wealth is not conserved and it is possible to have an economic growth which is assumed as the increasing of total production in time. This last macroeconomic result, that we find both numerically through a Monte Carlo based simulation method and analytically in the framework …
We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time horizon approximation, or model predictive control, of the corresponding control problem for the microscopic agents' dynamic and results in an alternative theoretical approach to the taxation and redistribution policy at a global level. It is shown that in general the control is able to modify the Pareto index of the stationary solution of the corresponding Bo…
We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an economically relevant variant to the kinetic model introduced in 2005 by Cordier, Pareschi and Toscani according to previous studies by Bouchaud and Mézard. The steady state of wealth predicted by these new Fokker--Planck equations remains unchanged with respect to the steady state of the original Fokker--Planck equation. However, unlike the original equation, it…
The spreading of Covid-19 pandemic has highlighted the close link between economics and health in the context of emergency management. A widespread vaccination campaign is considered the main tool to contain the economic consequences. This paper will focus, at the level of wealth distribution modelling, on the economic improvements induced by the vaccination campaign in terms of its effectiveness rate. The economic trend during the pandemic is evaluated resorting to a mathematical model joining a classical compartmental model including vaccinated individuals with a kinetic model of wealth dist…
It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions corresponding to particular subsets of agents. Here, we propose a new four-parameter statistical distribution which is a $κ$-deformation of the Generalized Gamma distribution with a power-law tail, based on the deformed exponential and logarithm functions introduced by Kaniadakis(2001). We found that this new distribution is also an extension to the $κ$-Generalized d…
Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we explore the effect of a segregated economic network in which interactions are restricted to those between agents of similar wealth. Agents on a 2D lattice undergo kinetic exchanges with their nearest neighbours, while continuously switching places to minimize local wealth differences. A spatial concentration of wealth leads to a steady state with increased gl…
Fokker-Planck Description of Wealth Dynamics and the Origin of Pareto's Law
所谓的财富分配的“庭院销售模型”假定，财富在经济主体之间转移是交易的结果，交易的规模与较不富裕的主体的财富成正比。在最近的工作中[B]。Boghosian，“Kinetics of Wealth and the Pareto Law”，{ \it Phys. Rev. E} { \bf 89}（2014）042804]，表明这导致了支配财富分配的福克-普朗克方程。随着财富再分配机制的增加，进一步表明，该模型导致了在形式上与帕累托定律非常相似的固定财富分配。本文给出了该Fokker-Planck方程的一种更为简单的推导方法。
The dynamics of wealth distribution plays a critical role in the economic market, hence an understanding of its nonequilibrium statistical mechanics is of great importance to human society. For this aim, a simple and efficient one-dimensional (1D) lattice gas automaton (LGA) is presented for wealth distribution of agents with or without saving propensity. The LGA comprises two stages, i.e., random propagation and economic transaction. During the former phase, an agent either remains motionless or travels to one of its neighboring empty sites with a certain probability. In the subsequent proced…
We study analytically the change in the wealth ($x$) distribution $P(x)$ against saving propensity $λ$ in a closed economy, using the Kinetic theory. We estimate the Gini ($g$) and Kolkata ($k)$ indices by deriving (using $P(x)$) the Lorenz function $L(f)$, giving the cumulative fraction $L$ of wealth possessed by fraction $f$ of the people ordered in ascending order of wealth. First, using the exact result for $P(x)$ when $λ= 0$ we derive $L(f)$, and from there the index values $g$ and $k$. We then proceed with an approximate gamma distribution form of $P(x)$ for non-zero values of $λ$. Then …
The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete and continuous stochastic processes (random exchange models) as well as related Boltzmann-type kinetic equations. In this literature, the usual concept of equilibrium in Economics is either replaced or completed by statistical equilibrium. In order to illustrate this activity with a concrete example, we present a stylised random exchange model for the distr…
Role of Selective Interaction in Wealth Distribution
在我们的简化描述中，“财富”就是金钱（$m$）。研究了一种类似气体的货币模型的动力学理论，其中两个代理人选择性地相互作用（交易），并在他们之间交换一定数量的货币，使得他们的货币总和不变，从而所有代理人的总货币保持守恒。单个货币的概率分布（$P(m)$ vs. $m$）被认为受到某些选择性相互作用方式的影响。分布偏离玻尔兹曼-吉布斯指数分布，在某些情况下，分布出现幂律尾部，称为帕累托定律（$P(m) \propto m^{-(1+α)}$）。幂律在其他一些密切相关的守恒和离散模型中也得到了观察。讨论提供了数值支持，有一个挖掘到出现的幂律在这样的模型。
We develop a mathematical framework to study the economic impact of infectious diseases by integrating epidemiological dynamics with a kinetic model of wealth exchange. The multi-agent description leads to study the evolution over time of a system of kinetic equations for the wealth densities of susceptible, infectious and recovered individuals, whose proportions are driven by a classical compartmental model in epidemiology. Explicit calculations show that the spread of the disease seriously affects the distribution of wealth, which, unlike the situation in the absence of epidemics, can conver…
The lattice gas automaton (LGA) is proposed for a closed economic market of agents with heterogeneous saving interests. There are two procedures in the standard LGA, i.e., "propagation" + "transaction". If the propagation step is removed and the transaction is conducted among all agents, the LGA reduces to a more simplified kinetic model. In addition, two dealing rules are imposed on the transaction phase. Under Rule I, the trading volume depends on the average saving propensities of an arbitrary pair of agents in trade. Under Rule II, the exchange is governed by a stochastic parameter between…
Relations Among Different Inequality Measures in Complex Systems: From Kinetic Exchange to Earthquake Models
Indian Institute of Science Education and Research（印度科学教育研究所）；S. N. Bose National Centre for Basic Sciences（S.N. 玻色基础科学国家中心）；Indian Statistical Institute（印度统计研究所）；Saha Institute of Nuclear Physics（萨哈核物理研究所）
Social and economic inequality is a plague of the XXI Century. It is continuously widening, as the wealth of a relatively small group increases and, therefore, the rest of the world shares a shrinking fraction of resources. This situation has been predicted and denounced by economists and econophysicists. The latter ones have widely used models of market dynamics which consider that wealth distribution is the result of wealth exchanges among economic agents. A simple analogy relates the wealth in a society with the kinetic energy of the molecules in a gas, and the trade between agents to the e…
In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of dynamics denoted unbiased, poor-biased and rich-biased dynamics. At the particle level, one agent is picked randomly based on its wealth and one of its dollar is redistributed among the population. Proving the so-called propagation of chaos, we identify the limit of each dynamics as the number of individual approaches infinity using both coupling techniques […
Limiting risk to reduce inequality: insights from the Yard-Sale model
Centro Atómico Bariloche (CNEA)（巴里洛切原子中心）；CONICET（阿根廷国家科学研究委员会）；Instituto Balseiro, Universidad Nacional de Cuyo（门多萨国立大学巴尔塞罗研究所）；Universidade Federal do Rio Grande do Sul（南里奥格兰德联邦大学）
In this work, the dynamics of agents below a \textit{threshold line} in some modified CCM type kinetic wealth exchange models are studied. These agents are eligible for subsidy as can be seen in any real economy. An interaction is prohibited if both of the interacting agents' wealth fall below the threshold line. A walk for such agents can be conceived in the abstract Gain-Loss Space(GLS) and is macroscopically compared to a lazy walk. The effect of giving subsidy once to such agents is checked over giving repeated subsidy from the point of view of the walk in GLS. It is seen that the walk has…
We report the numerical results for the steady state income or wealth distribution $P(m)$ and the resulting inequality measures (Gini $g$ and Kolkata $k$ indices) in the kinetic exchange models of market dynamics. We study the variations of $P(m)$ and of the indices $g$ and $k$ with the saving propensity $λ$ of the agents, with two different kinds of trade (kinetic exchange) dynamics. In the first case, the exchange occurs between randomly chosen pairs of agents and in the next, one of the agents in the chosen pair is the poorest of all and the other agent is randomly picked up from the rest o…
