Ju l 2 01 4 Random Market Models with an H - Theorem
نویسندگان
چکیده
In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential wealth distribution as asymptotic equilibrium, independently of the effectiveness of the transactions and of the limitation of the total wealth. The entropy increases with time in these models and the existence of an H-theorem is computationally checked. Also, it is shown that any small perturbation of the models equations make them to lose the exponential distribution as an equilibrium solution.
منابع مشابه
ar X iv : h ep - p h / 01 05 25 4 v 2 2 4 Ju n 20 01 Solving the strong CP problem with supersymmetry ∗
We propose a new solution to the strong CP problem based on supersymmetric non-renormalization theorems. CP is broken spontaneously and it’s breaking is communicated to the MSSM by radiative corrections. The strong CP phase is protected by a susy non-renormalization theorem and remains exactly zero while loops can generate a large CKM phase from wave function renormalization. We present a concr...
متن کاملRandom Market Models with an H-Theorem
In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential wealth distribution as asymptotic equilibrium, independently of the effectiveness of the transactions and of the limitation of the total wealth. Also, the en...
متن کاملar X iv : h ep - p h / 01 06 06 4 v 2 1 3 Ju n 20 01 Implications of the Measurements of U e 3 to Theory ⋆
The predictions of Ue3 are discussed. Typical models which lead to the large, the seizable and the tiny Ue3 are also studied.
متن کاملec 2 01 3 Random time with differentiable conditional distribution function
In [24] a particular class of one-default market models was presented, where the default times were defined by stochastic differential equations. We learned from this study that random times τ in this class might have their conditional distribution function u → Q[τ ≤ u|Ft] differentiable with respect to an F adapted non decreasing process A, and the derivatives were computed in term of the stoc...
متن کامل9 v 1 2 4 Ju l 2 00 0 Fractional and Integer Charges from Levinson ’ s Theorem
We compute fractional and integer fermion quantum numbers of static background field configurations using phase shifts and Levinson’s theorem. By extending fermionic scattering theory to arbitrary dimensions, we implement dimensional regularization in a 1 + 1 dimensional gauge theory. We demonstrate that this regularization procedure automatically eliminates the anomaly in the vector current th...
متن کامل