On a Kinetic Model for a Simple Market Economy

被引：1
|
作者：
Stephane Cordier
Lorenzo Pareschi
Giuseppe Toscani
机构：
[1] University of Orléans and CNRS,Department of Mathematics and Applications, Mathematical Physics (MAPMO)UMR 6628
[2] University of Ferrara,Department of Mathematics
[3] University of Ferrara,/o Department of Economy, Center for Modelling Computing and Statistics, Institutions and Territory
[4] University of Pavia,Department of Mathematics
来源：
Journal of Statistical Physics | 2005年 / 120卷
关键词：
Econophysics; Boltzmann equation; wealth and income distributions; Pareto distribution;
D O I：
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中图分类号：
学科分类号：
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.
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页码：253 / 277
页数：24
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