{"title":"美元兑换经济物理模型的混乱均匀传播","authors":"Fei Cao, Roberto Cortez","doi":"10.1017/s0956792524000184","DOIUrl":null,"url":null,"abstract":"We study the poor-biased model for money exchange introduced in Cao & Motsch ((2023) <jats:italic>Kinet. Relat. Models</jats:italic> 16(5), 764–794.): agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random. Simulations of a stochastic system of finitely many agents as well as a rigorous analysis carried out in Cao & Motsch ((2023) <jats:italic>Kinet. Relat. Models</jats:italic> 16(5), 764–794.), Lanchier ((2017) <jats:italic>J. Stat. Phys.</jats:italic> 167(1), 160–172.) suggest that, when both the number of agents and time become large enough, the distribution of money among the agents converges to a Poisson distribution. In this manuscript, we establish a uniform-in-time propagation of chaos result as the number of agents goes to infinity, which justifies the validity of the mean-field deterministic infinite system of ordinary differential equations as an approximation of the underlying stochastic agent-based dynamics.","PeriodicalId":51046,"journal":{"name":"European Journal of Applied Mathematics","volume":"23 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Uniform propagation of chaos for a dollar exchange econophysics model\",\"authors\":\"Fei Cao, Roberto Cortez\",\"doi\":\"10.1017/s0956792524000184\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study the poor-biased model for money exchange introduced in Cao & Motsch ((2023) <jats:italic>Kinet. Relat. Models</jats:italic> 16(5), 764–794.): agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random. Simulations of a stochastic system of finitely many agents as well as a rigorous analysis carried out in Cao & Motsch ((2023) <jats:italic>Kinet. Relat. Models</jats:italic> 16(5), 764–794.), Lanchier ((2017) <jats:italic>J. Stat. Phys.</jats:italic> 167(1), 160–172.) suggest that, when both the number of agents and time become large enough, the distribution of money among the agents converges to a Poisson distribution. In this manuscript, we establish a uniform-in-time propagation of chaos result as the number of agents goes to infinity, which justifies the validity of the mean-field deterministic infinite system of ordinary differential equations as an approximation of the underlying stochastic agent-based dynamics.\",\"PeriodicalId\":51046,\"journal\":{\"name\":\"European Journal of Applied Mathematics\",\"volume\":\"23 1\",\"pages\":\"\"},\"PeriodicalIF\":2.3000,\"publicationDate\":\"2024-04-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/s0956792524000184\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/s0956792524000184","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
摘要
我们研究了 Cao & Motsch((2023)Kinet.Relat.Models 16(5), 764-794. )中提出的货币交换的穷人偏好模型:代理人按与其当前财富成正比的比率被随机选中,然后被选中的代理人给另一个统一随机选中的代理人一美元。Cao & Motsch((2023)Kinet.Relat.Models 16(5), 764-794.), Lanchier ((2017) J. Stat.Phys.167(1),160-172.)提出,当代理人数量和时间都变得足够大时,代理人之间的资金分布会收敛到泊松分布。在本手稿中,我们建立了一个当代理人数量达到无穷大时的均匀时间内混沌传播结果,这证明了均值场确定性无限常微分方程系统作为基于底层随机代理人动力学近似的有效性。
Uniform propagation of chaos for a dollar exchange econophysics model
We study the poor-biased model for money exchange introduced in Cao & Motsch ((2023) Kinet. Relat. Models 16(5), 764–794.): agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random. Simulations of a stochastic system of finitely many agents as well as a rigorous analysis carried out in Cao & Motsch ((2023) Kinet. Relat. Models 16(5), 764–794.), Lanchier ((2017) J. Stat. Phys. 167(1), 160–172.) suggest that, when both the number of agents and time become large enough, the distribution of money among the agents converges to a Poisson distribution. In this manuscript, we establish a uniform-in-time propagation of chaos result as the number of agents goes to infinity, which justifies the validity of the mean-field deterministic infinite system of ordinary differential equations as an approximation of the underlying stochastic agent-based dynamics.
期刊介绍:
Since 2008 EJAM surveys have been expanded to cover Applied and Industrial Mathematics. Coverage of the journal has been strengthened in probabilistic applications, while still focusing on those areas of applied mathematics inspired by real-world applications, and at the same time fostering the development of theoretical methods with a broad range of applicability. Survey papers contain reviews of emerging areas of mathematics, either in core areas or with relevance to users in industry and other disciplines. Research papers may be in any area of applied mathematics, with special emphasis on new mathematical ideas, relevant to modelling and analysis in modern science and technology, and the development of interesting mathematical methods of wide applicability.