摘要翻译:
我们关注的是财富如何在网络经济系统的各个单元之间分配的问题。我们首先回顾了实证结果,证明在许多经济体中,财富分配是由对数正态和幂律行为相结合来描述的。然后我们重点讨论了财富交换的Bouchaud-M\'ezard模型,描述了通过交换网络连接的相互作用的主体的经济。我们报告的分析和数值结果表明,系统自组织走向一个稳定的状态,其相关的财富分配关键取决于底层的相互作用网络。特别地,我们证明了如果网络的链路密度是均匀的,那么财富分布要么表现为对数正态分布,要么表现为幂律分布。这意味着单凭一阶拓扑性质(例如无标度性质)不足以解释经验上观察到的财富分布的混合形式的出现。为了再现这种非平凡的模式,网络必须被非均匀地划分为链路密度可变的区域。我们展示了新的结果,详细说明了这种效应是如何与底层网络的高阶相关性质相关的。特别地,我们分析了分类度和两两财富相关性,并讨论了这些性质之间的相互影响。
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英文标题:
《Effects of network topology on wealth distributions》
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作者:
Diego Garlaschelli, Maria I. Loffredo
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最新提交年份:
2008
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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: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:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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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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英文摘要:
We focus on the problem of how wealth is distributed among the units of a networked economic system. We first review the empirical results documenting that in many economies the wealth distribution is described by a combination of log--normal and power--law behaviours. We then focus on the Bouchaud--M\'ezard model of wealth exchange, describing an economy of interacting agents connected through an exchange network. We report analytical and numerical results showing that the system self--organises towards a stationary state whose associated wealth distribution depends crucially on the underlying interaction network. In particular we show that if the network displays a homogeneous density of links, the wealth distribution displays either the log--normal or the power--law form. This means that the first--order topological properties alone (such as the scale--free property) are not enough to explain the emergence of the empirically observed \emph{mixed} form of the wealth distribution. In order to reproduce this nontrivial pattern, the network has to be heterogeneously divided into regions with variable density of links. We show new results detailing how this effect is related to the higher--order correlation properties of the underlying network. In particular, we analyse assortativity by degree and the pairwise wealth correlations, and discuss the effects that these properties have on each other.
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PDF链接:
https://arxiv.org/pdf/0711.4710