Exponential wealth distribution in a random market. A rigorous explanation

التفاصيل البيبلوغرافية
العنوان: Exponential wealth distribution in a random market. A rigorous explanation
المؤلفون: Lopez, Jose-Luis, Lopez-Ruiz, Ricardo, Calbet, Xavier
سنة النشر: 2011
المجموعة: Computer Science
Nonlinear Sciences
Quantitative Finance
مصطلحات موضوعية: Quantitative Finance - General Finance, Computer Science - Multiagent Systems, Nonlinear Sciences - Adaptation and Self-Organizing Systems
الوصف: In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this type of gas-like models is explained in a rigorous analytical way.
Comment: 9 pages, 4 figures
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1103.5703
رقم الأكسشن: edsarx.1103.5703
قاعدة البيانات: arXiv