摘要翻译：
基于Patriarca-Kaski-Chakraborti提出的描述$n$经济主体之间财富交换的随机模型，我们在高斯背景假设下，对相应经济的演化进行了分析，并对交换参数$ε$进行了建模。我们证明，在高斯噪声下，所得财富分布的方差将显著减小，并且比均匀分布的$ε$参数更快地达到平衡状态。此外，我们还证明了高斯噪声下的系统与确定性系统具有很强的相似性，并用基于Z变换的方法求解了确定性系统。
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英文标题：
《Gaussian Noise Effects on the Evolution of Wealth in a Closed System of
  n-Economies》
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作者：
J. M. Pellon-Diaz, A. Aragones-Munoz, A. Sandoval-Villalbazo, A.
  Diaz-Reynoso
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
  Based on the stochastic model proposed by Patriarca-Kaski-Chakraborti that describes the exchange of wealth between $n$ economic agents, we analyze the evolution of the corresponding economies under the assumption of a Gaussian background, modeling the exchange parameter $\epsilon$. We demonstrate, that within Gaussian noise, the variance of the resulting wealth distribution will significantly decrease, and the equilibrium state is reached faster than in the case of a uniform distributed $\epsilon$ parameter. Also, we show that the system with Gaussian noise strongly resembles a deterministic system which is solved by means of a Z-Transform based technique.
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PDF链接：
https://arxiv.org/pdf/1102.1713