Duality and stationary distributions of wealth distribution models

被引：7
|
作者：
Cirillo, Pasquale [1 ]
Redig, Frank [1 ]
Ruszel, Wioletta [1 ]
机构：
[1] Delft Inst Appl Math, NL-2628 CD Delft, Netherlands
来源：
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL | 2014年 / 47卷 / 08期
关键词：
wealth redistribution models; energy redistribution models; duality; stationary distributions; diffusion processes;
D O I：
10.1088/1751-8113/47/8/085203
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We analyze a class of energy and wealth redistribution models, characterizing their stationary measures and showing that they have a discrete dual process. In particular we show that the wealth distribution model with non-zero saving propensity can never have invariant product measures. We also introduce diffusion processes associated to the wealth distribution models by 'instantaneous thermalization'.
引用
收藏
页数：14
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