摘要翻译:
我们用守恒经济量的任意概率分布来表述经济系统的热力学。正如在统计物理学中,热力学宏观经济变量表现为微观经济变量的平均值,它们的确定简化为从任意函数开始的配分函数的计算。给出了明确的假设例子,包括线性和非线性经济系统,以及乘性系统,如受帕累托律分布支配的系统。我们提出用相变的形式来研究宏观经济变量的剧烈变化。
---
英文标题:
《Statistical thermodynamics of economic systems》
---
作者:
H. Quevedo and M.N. Quevedo
---
最新提交年份:
2011
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
---
英文摘要:
We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic variables and their determination is reduced to the computation of the partition function, starting from an arbitrary function. Explicit hypothetical examples are given which include linear and nonlinear economic systems, as well as multiplicative systems such as those dominated by a Pareto law distribution. We propose to use the formalism of phase transitions to study severe changes of macroeconomic variables.
---
PDF链接:
https://arxiv.org/pdf/0903.4216