Continuum and thermodynamic limits for a simple random-exchange model

DOI10.1016/j.spa.2022.03.015zbMath1489.60122arXiv2003.00930OpenAlexW3006948887MaRDI QIDQ2137757

Nicos Georgiou, Enrico Scalas, Bertram Düring, Sara Merino-Aceituno

Publication date: 16 May 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.00930

zbMATH Keywords

Markov chainswealth distributionkinetic equationsmean-field limitspartitions of integersfunctional limits

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Functional limit theorems; invariance principles (60F17) Kinetic theory of gases in equilibrium statistical mechanics (82B40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Boltzmann equations (35Q20)

Related Items (2)

Uncovering a Two-Phase Dynamics from a Dollar Exchange Model with Bank and Debt ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications

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