A stylized model for wealth distribution
A stylized model for wealth distribution
复制标题
财富分配的程式化模型
DOI：
10.1007/978-981-10-5705-2_7
复制
发表时间：
2016
期刊：
影响因子：
--
通讯作者：
E. Scalas
中科院分区：
文献类型：
--
作者：
Bertram During;N. Georgiou;E. Scalas
T.Piketty的新书(《21世纪的资本》)提出了财富不平等这一重要问题。在过去的二十年里，物理学家和数学家开发了模型，使用离散和连续的随机过程(随机交换模型)以及相关的Boltzmann型动力学方程来推导财富分配。在这篇文献中，经济学中通常的均衡概念要么被统计均衡所取代，要么被统计均衡所补充。
为了用一个具体的例子来说明这一活动，我们提出了一个用于财富分配的格式化的随机交换模型。我们首先讨论一个完全离散的形式(具有有限状态空间的马尔可夫链)。然后我们研究了它的离散时间连续状态空间形式，并证明了平衡分布的存在性。最后，我们讨论了这些模型与类似玻尔兹曼的财富边际分配动力学方程之间的联系。这篇文章在实践中展示了如何从有限描述开始，并按照玻尔兹曼最初的研究计划，将其与连续模型联系起来。
The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete and continuous stochastic processes (random exchange models) as well as related Boltzmann-type kinetic equations. In this literature, the usual concept of equilibrium in Economics is either replaced or completed by statistical equilibrium.
In order to illustrate this activity with a concrete example, we present a stylised random exchange model for the distribution of wealth. We first discuss a fully discrete version (a Markov chain with finite state space). We then study its discrete-time continuous-state-space version and we prove the existence of the equilibrium distribution. Finally, we discuss the connection of these models with Boltzmann-like kinetic equations for the marginal distribution of wealth. This paper shows in practice how it is possible to start from a finitary description and connect it to continuous models following Boltzmann's original research program.
DOI：
10.2139/ssrn.1281404
发表时间：
2009
期刊：
Public Economics: Taxation
影响因子：
--
作者：
B. Düring;D. Matthes;G. Toscani
通讯作者：
G. Toscani
影响因子：
2.4
作者：
Duering, Bertram;Matthes, Daniel;Toscani, Giuseppe
通讯作者：
Toscani, Giuseppe