The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process
From MaRDI portal
Publication:2145577
DOI10.1016/j.physa.2017.03.017zbMath1495.91073OpenAlexW2161084807MaRDI QIDQ2145577
Christophe Chorro, Nicolas Bouleau
Publication date: 17 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.03.017
inequalitieswealth distributionWright-Fisher diffusionsfair zero-sum gamesimpact of modes of taxation
Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An \(H\) theorem for Boltzmann's equation for the yard-sale model of asset exchange. The Gini coefficient as an \(H\) functional
- A simple probabilistic approach of the yard-sale model
- Multivariate Jacobi process with application to smooth transitions
- Analysis of market weights under volatility-stabilized market models
- Relative arbitrage in volatility-stabilized markets
- Commutative harmonic analysis I. General survey. Classical aspects. Transl. from the Russian
- Determination of the beta distribution from its Lorenz curve
- Loss of variability at one locus in a finite population
- An interest rate model with upper and lower bounds
- Wright-Fisher diffusion with negative mutation rates
- Instability and concentration in the distribution of wealth
- On the weak convergence of Wright-Fisher models
- The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents
- Some Generalized Functions for the Size Distribution of Income
- Probability Models for DNA Sequence Evolution
- Stochastic Portfolio Theory: an Overview
- A class of degenerate diffusion processes occurring in population genetics
- A Model of Wealth Distribution
- The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality
- DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
This page was built for publication: The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process