摘要翻译:
研究了随机网络上的Bouchaud-M'ezard(BM)模型,该模型是用来解释现实经济中的帕累托定律的。利用“绝热独立”假设,我们解析地得到了财富的平稳概率分布函数。结果表明,由财富方差的发散所表示的财富凝聚发生在比平均场理论更大的$J$处,其中$J$代表了Agent之间相互作用的强度。我们将我们的结果与数值模拟结果进行了比较,发现它们很好地吻合。
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英文标题:
《Bouchaud-M\'ezard model on a random network》
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作者:
Takashi Ichinomiya
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最新提交年份:
2012
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分类信息:
一级分类:Physics 物理学
二级分类:Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述:Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应,自组织系统,统计物理,波动系统,随机过程,相互作用粒子系统,
机器学习
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一级分类:Physics 物理学
二级分类:Disordered Systems and Neural Networks 无序系统与
神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
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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
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英文摘要:
We studied the Bouchaud-M\'ezard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution function of wealth. The results shows that wealth-condensation, indicated by the divergence of the variance of wealth, occurs at a larger $J$ than that obtained by the mean-field theory, where $J$ represents the strength of interaction between agents. We compared our results with numerical simulation results and found that they were in good agreement.
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PDF链接:
https://arxiv.org/pdf/1209.2467