摘要翻译：
引入并讨论了一个描述纯赌博过程中财富演化的非线性Boltzmann型动力学方程，其中两个主体的全部财富之和用于赌博，并在主体之间随机分享。对于这个方程，对于分配给智能体的和的随机分数的各种实现，找到了稳态的解析形式。其中，对于均匀分布的随机分数，Gibbs分布表现为稳态，而对于β分布的随机分数，Gamma分布表现为稳态。在赌博博弈仅为均值保守的情况下，证明了会导致显式重尾分布。
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英文标题：
《Explicit equilibria in a kinetic model of gambling》
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作者：
Federico Bassetti, Giuseppe Toscani
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最新提交年份：
2010
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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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一级分类：Physics        物理学
二级分类：Mathematical Physics        数学物理
分类描述：Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域，为这类应用开发数学方法，或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣；主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类：Mathematics        数学
二级分类：Mathematical Physics        数学物理
分类描述：math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域，为这类应用开发数学方法，或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣；主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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英文摘要：
  We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the evolution of wealth in a pure gambling process, where the entire sum of wealths of two agents is up for gambling, and randomly shared between the agents. For this equation the analytical form of the steady states is found for various realizations of the random fraction of the sum which is shared to the agents. Among others, Gibbs distribution appears as steady state in case of a uniformly distributed random fraction, while Gamma distribution appears for a random fraction which is Beta distributed. The case in which the gambling game is only conservative-in-the-mean is shown to lead to an explicit heavy tailed distribution.
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PDF链接：
https://arxiv.org/pdf/1002.3689