分析市场“理想气体”模型中的货币分布
Analyzing money distributions in `ideal gas' models of markets
摘要:
我们分析了一个理想气体一样的交易市场模型。我们提出了一个新的适合的货币分布在固定或统一的储蓄市场。对于具有淬灭随机储蓄因子的市场,我们证明了模型中的稳态收入($m$)分布$P(m)$具有幂律尾,且Pareto指数$ν$恰好等于1,证实了早期对该模型的数值研究。我们分析了共同货币差的分布,并建立了$P(m)$时间发展的主方程。然后在某些特殊情况下得到精确解。
英文摘要:
We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $ν$ exactly equal to unity, confirming the earlier numerical studies on this model. We analyze the distribution of mutual money difference and also develop a master equation for the time development of $P(m)$. Precise solutions are then obtained in some special cases.
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