摘要翻译:
个人如何积累财富,因为他们的经济互动?我们概述了一个简单的微观模型的后果,在这个模型中,个人之间重复的两两资产交换建立了人口的财富分配。这种分布是为一般的交换规则确定的--涉及固定数量或固定比例的个人财富的交易,以及随机或贪婪的交换。在贪婪的乘法交换中,出现了一个不断演化的幂律财富分配,这一特征在定性上模仿了经验观察。
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英文标题:
《Wealth Distributions in Asset Exchange Models》
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作者:
P. L. Krapivsky and S. Redner
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最新提交年份:
2010
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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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:
How do individuals accumulate wealth as they interact economically? We outline the consequences of a simple microscopic model in which repeated pairwise exchanges of assets between individuals build the wealth distribution of a population. This distribution is determined for generic exchange rules --- transactions that involve a fixed amount or a fixed fraction of individual wealth, as well as random or greedy exchanges. In greedy multiplicative exchange, a continuously evolving power law wealth distribution arises, a feature that qualitatively mimics empirical observations.
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PDF链接:
https://arxiv.org/pdf/1006.4595