Analyzing money distributions in `ideal gas' models of markets

dc.creatorChatterjee, Arnab
dc.creatorChakrabarti, Bikas K.
dc.creatorStinchcombe, Robin B.
dc.date2005-05-06
dc.date.accessioned2026-07-07T12:11:26Z
dc.date.available2026-07-07T12:11:26Z
dc.descriptionWe analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $ν$ exactly equal to unity, confirming the earlier numerical studies on this model. We analyze the distribution of mutual money difference and also develop a master equation for the time development of $P(m)$. Precise solutions are then obtained in some special cases.
dc.description6 pages, 1 eps figure, Springer class file svmult.cls; To appear in "Practical Fruits of Econophysics", Ed. H. Takayasu (Springer-Verlag Tokyo), Proc. 3rd Nikkei Econophysics Symposium, Tokyo, Nov 2004
dc.identifierhttps://arxiv.org/abs/physics/0505047
dc.identifierhttp://arxiv.org/abs/physics/0505047
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210218
dc.subjectPhysics and Society
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleAnalyzing money distributions in `ideal gas' models of markets
dc.typetext

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