On a kinetic model for a simple market economy

被引：171
|
作者：
Cordier, S [1 ]
Pareschi, L
Toscani, G
机构：
[1] Univ Orleans, Dept Math & Applicat Math Phys MAPO, UMR 6628, F-45067 Orleans, France
[2] Univ Orleans, CNRS, F-45067 Orleans, France
[3] Univ Ferrara, Dept Math, I-44100 Ferrara, Italy
[4] Univ Ferrara, Dept Econ, Ctr Modelling Comp & Stat Inst & Terr, I-44100 Ferrara, Italy
[5] Univ Pavia, Dept Math, I-27100 Pavia, Italy
来源：
JOURNAL OF STATISTICAL PHYSICS | 2005年 / 120卷 / 1-2期
关键词：
econophysics; Boltzmann equation; wealth and income distributions; Pareto distribution;
D O I：
10.1007/s10955-005-5456-0
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In order to do this we consider a suitable asymptotic limit of the model yielding a Fokker-Planck equation for the distribution of wealth among individuals. For this equation the stationary state can be easily derived and shows a Pareto power law tail. Numerical results confirm the previous analysis.
引用
收藏
页码：253 / 277
页数：25
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