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For the original SDE of BM model:dC i =αC idt+ βCidWt,i + P j(̸=i) (JijCj −J jiCi)dt, the normalized wealth is defined asci =C i/ ¯Cwhich always gives⟨c⟩= 1

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cond-mat.stat-mech 1

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2026 1

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  • Role of volatility mixing in wealth condensation transition cond-mat.stat-mech · 2026-04-15 · unverdicted · none · ref 9

    Volatility mixing in a networked wealth model neutralizes group-wise exponents and lowers the aggregate tail exponent, enabling a condensation transition across γ_c=2.