Cover Image

Bounding the approach to oligarchy in a variant of the yard-sale model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cohen, David W., Boghosian, Bruce M.
Format:	Preprint
Published:	2023
Subjects:	Statistical Mechanics Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by: Safari, Sara A., et al.
Published: (2025)

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
by: Attal, Elie, et al.
Published: (2025)

Interlacing Eigenvectors of Large Gaussian Matrices
by: Attal, Elie, et al.
Published: (2024)

Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
by: Wakatsuki, Taiki, et al.
Published: (2025)

Critical Dynamics of Random Surfaces and Multifractal Scaling
by: Schmidhuber, Christof
Published: (2025)

Critical volatility threshold for log-normal to power-law transition
by: Kremnev, Valerii
Published: (2026)

Local wealth condensation for yard-sale models with wealth-dependent biases
by: Börgers, Christoph, et al.
Published: (2024)

Eigenvector overlaps of sample covariance matrices with intersecting time periods
by: Riabov, Volodymyr, et al.
Published: (2025)

A Dynamical Equation for the Lorenz Curve: Dynamics of incomplete moments of probability distributions arising from Fokker-Planck equations
by: Cohen, David W., et al.
Published: (2024)

Deformation of Marchenko-Pastur distribution for the correlated time series
by: Hisakado, Masato, et al.
Published: (2023)

Deformation of semi-circle law for the correlated time series and Phase transition
by: Hisakado, Masato, et al.
Published: (2025)

Comparative analysis of stationarity for Bitcoin and the S&P500
by: Tang, Yaoyue, et al.
Published: (2024)

Kendall Correlation Coefficients for Portfolio Optimization
by: Espana, Tomas, et al.
Published: (2024)

Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)

Partition function and magnetization of two-dimensional Ising models in non-zero magnetic field: A semi-empirical approach
by: Vismaya, M V, et al.
Published: (2025)

Thermodynamic description of world GDP distribution over countries
by: Frahm, Klaus M., et al.
Published: (2025)

Wealth Thermalization Hypothesis and Social Networks
by: Frahm, Klaus M., et al.
Published: (2025)

Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
by: Sato, Yuki, et al.
Published: (2023)

Path-Extrema Upper Bounds on Mean Entropy Production
by: Limkumnerd, Surachate
Published: (2026)

Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026)

Combined Mutiplicative-Heston Model for Stochastic Volatility
by: Moghaddam, M. Dashti, et al.
Published: (2018)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)

Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)

Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach
by: Quevedo, David Santiago, et al.
Published: (2026)

A hybrid approach to model reduction of Generalized Langevin Dynamics
by: Colangeli, Matteo, et al.
Published: (2024)

Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
by: Nachtrieb, Robert T.
Published: (2026)

Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
by: Nachtrieb, Robert T.
Published: (2026)

Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)

How the arrow of time emerges from incomplete knowledge: a path-integral approach
by: Mlada, Katerina, et al.
Published: (2025)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)

Diffusion on the circle and a stochastic correlation model
by: Majumdar, Sourav, et al.
Published: (2024)

Why do financial prices exhibit Brownian motion despite predictable order flow?
by: Sato, Yuki, et al.
Published: (2025)

A permutation-based power series representation of the Baker-Campbell-Hausdorff formula
by: Jones, Joseph M., et al.
Published: (2025)

A new expression for the production term in the relativistic model of polyatomic gases
by: Carrisi, M. C., et al.
Published: (2024)

Bridging statistical mechanics and thermodynamics away from equilibrium: a data-driven approach for learning internal variables and their dynamics
by: Qiu, Weilun, et al.
Published: (2025)

Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
by: Ivanova, K., et al.
Published: (2003)

Higher-order tacnodes in a free fermionic model
by: Maroncelli, Andrea, et al.
Published: (2025)

The boundary disorder correlation for the Ising model on a cylinder
by: Greenblatt, Rafael Leon
Published: (2024)