株価や所得の分布の時間発展方程式

概要

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In a previous paper, we showed that the inverse power distributions (x^q with q < 0) characteristic of Zipf's law or Benford's law can be derived as a stationary solution by assuming a scaling law for time variation of income of an individual who belongs to a society. In this paper, we derive partial differential equations of second rank from the scaling law with some models for the variation of individual income or stock price for an infinitesimally short time. A stationary solution of each equation reproduces the inverse power distributions with a pair of power exponents e.g. q=-1,-2. We examine briefly time-dependent general solutions.
石巻専修大学の論文