Anomalous Diffusion in a Trading Model

The result of the trading model by Chakrabarti et. al. [1] is the wealth distribution with a mixed exponential and power law distribution. Based on the motivation of studying the dynamics behind the flow of money similar to work done by Brockmann [2,3] we track the flow of money in this trading mode...

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Bibliographic Details
Main Authors: Khidzir, S M, Abdullah, WATW
Format: Conference Proceeding
Language:English
Online Access:Get full text
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Summary:The result of the trading model by Chakrabarti et. al. [1] is the wealth distribution with a mixed exponential and power law distribution. Based on the motivation of studying the dynamics behind the flow of money similar to work done by Brockmann [2,3] we track the flow of money in this trading model to observe anomalous diffusion in the form of long waiting times and Levy Flights.
ISSN:0094-243X
DOI:10.1063/1.3192238