Econophysics, Statistical Mechanics Approach to
Abstract
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since late 1990s.
- Publication:
-
arXiv e-prints
- Pub Date:
- September 2007
- DOI:
- 10.48550/arXiv.0709.3662
- arXiv:
- arXiv:0709.3662
- Bibcode:
- 2007arXiv0709.3662Y
- Keywords:
-
- Quantitative Finance - Statistical Finance;
- Condensed Matter - Statistical Mechanics;
- Physics - Data Analysis;
- Statistics and Probability;
- Physics - Physics and Society;
- Statistics - Applications
- E-Print:
- 24 pages, 11 figures, 151 citations. V.2: one reference added. V.3: many minor corrections, some references added. V.4: many minor stylistic corrections incorporated after receiving the proofs