英文标题:
《Study of a model for the distribution of wealth》
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作者:
Yves Pomeau and Ricardo Lopez-Ruiz
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最新提交年份:
2014
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英文摘要:
  An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of \"money\" has recently been proposed by one of us (RLR). This equation takes the form of an iterated nonlinear map of the distribution of wealth. The equilibrium distribution is known and takes a rather simple form. If this distribution is such that, at some time, the higher momenta of the distribution exist, one can find exactly their law of evolution. A seemingly simple extension of the laws of exchange yields also explicit iteration formulae for the higher momenta, but with a major difference with the original iteration because high order momenta grow indefinitely. This provides a quantitative model where the spreading of wealth, namely the difference between the rich and the poor, tends to increase with time. 
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中文摘要:
最近,我们中的一位(RLR)提出了一个公式,用于描述以恒定的“货币”总量进行二元交易的经济主体群体中财富分配的演变。这个方程的形式是财富分布的迭代非线性映射。平衡分布是已知的,形式相当简单。如果这种分布是这样的,在某个时候,分布的动量越大,人们就可以准确地找到它们的进化规律。交换定律的一个看似简单的扩展也会产生更高动量的显式迭代公式,但与原始迭代有很大区别,因为高阶动量无限增长。这提供了一个量化模型,其中财富的扩散,即贫富差距,往往会随着时间的推移而增加。
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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: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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