英文标题：
《Wealth distribution of simple exchange models coupled with extremal
  dynamics》
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作者：
N. Bagatella-Flores, M. Rodriguez-Achach, H.F. Coronel-Brizio and A.R.
  Hernandez-Montoya
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最新提交年份：
2014
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英文摘要：
  Punctuated Equilibrium (PE) states that after long periods of evolutionary quiescence, species evolution can take place in short time intervals, where sudden differentiation makes new species emerge and some species extinct. In this paper, we introduce and study the effect of punctuated equilibrium on two different asset exchange models: The yard sale model (YS, winner gets a random fraction of a poorer player\'s wealth) and the theft and fraud model (TF, winner gets a random fraction of the loser\'s wealth). The resulting wealth distribution is characterized using the Gini index. In order to do this, we consider PE as a perturbation with probability $\\rho$ of being applied. We compare the resulting values of the Gini index at different increasing values of $\\rho$ in both models. We found that in the case of the TF model, the Gini index reduces as the perturbation $\\rho$ increases, not showing dependence with the agents number. While for YS we observe a phase transition which happens around $\\rho_c=0.79$. For perturbations $\\rho<\\rho_c$ the Gini index reaches the value of one as time increases (an extreme wealth condensation state), whereas for perturbations bigger or equal than $\\rho_c$ the Gini index becomes different to one, avoiding the system reaches this extreme state. We show that both simple exchange models coupled with PE dynamics give more realistic results. In particular for YS, we observe a power low decay of wealth distribution.
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中文摘要：
间断平衡（PE）指出，在长时间的进化静止之后，物种进化可以在短时间间隔内发生，突然的分化使新物种出现，一些物种灭绝。在本文中，我们介绍并研究了间断均衡对两种不同的资产交换模型的影响：场内销售模型（YS，赢家获得较穷玩家财富的随机分数）和盗窃和欺诈模型（TF，赢家获得输家财富的随机分数）。由此产生的财富分布用基尼指数来描述。为了做到这一点，我们将PE视为应用概率为$\\rho$的扰动。我们比较了两种模型中不同增加值$\\rho$时基尼指数的结果值。我们发现，在TF模型的情况下，基尼指数随着扰动$\\rho$的增加而降低，而不表现出与代理数的依赖性。而对于YS，我们观察到相变发生在$\\rho_c=0.79$左右。对于扰动$\\rho<\\rho_c$而言，基尼指数随着时间的增加而达到一的值（一种极端的财富凝聚状态），而对于大于或等于$\\rho_c$的扰动，基尼指数变得不同于一，从而避免系统达到这种极端状态。我们发现，两个简单的交换模型加上PE动力学给出了更现实的结果。特别是对于YS，我们观察到财富分布的低幂衰减。
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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：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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