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Kinetic exchange models are multi-agent dynamic models inspired by the statistical physics of energy distribution, which try to explain the robust and universal features of income/wealth distributions. Understanding the distributions of income and wealth in an economy has been a classic problem in economics for more than a hundred years. Today it is one of the main branches of Econophysics. ==Data and Basic tools== In 1897, Vilfredo Pareto first found a universal feature in the distribution of wealth. After that, with some notable exceptions, this field had been dormant for many decades, although accurate data had been accumulated over this period. Considerable investigations with the real data during the last fifteen years (1995–2010) revealed that the tail (typically 5 to 10 percent of agents in any country) of the income/wealth distribution indeed follows a power law. The rest (bulk) of the population (i.e., the low-income population) follow a different distribution which is debated to be either Gibbs or log-normal. Basic tools used in this type of modelling are probabilistic and statistical methods mostly taken from the kinetic theory of statistical physics. Monte Carlo simulations often come handy in solving these models. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Kinetic exchange models of markets」の詳細全文を読む スポンサード リンク
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