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

页码：253 / 277

页数：25

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