Derives Boltzmann-Gibbs income and employee wealth distributions plus Pareto owner wealth tail from Gibrat's law, maximum entropy, and firm-size scaling, reproducing empirical alpha_w ≈ 1.30 parameter-free and predicting Tw/Ty ≈ 1.7 years.
Title resolution pending
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
years
2026 3verdicts
UNVERDICTED 3representative citing papers
A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.
Derives four coupled relaxation equations for capital productivity and firm exit from accounting identities, finds zero historical productivity gains in new capital, and matches firm survival rates to data with no free parameters.
citing papers explorer
-
Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
Derives Boltzmann-Gibbs income and employee wealth distributions plus Pareto owner wealth tail from Gibrat's law, maximum entropy, and firm-size scaling, reproducing empirical alpha_w ≈ 1.30 parameter-free and predicting Tw/Ty ≈ 1.7 years.
-
Geometric Brownian motion with intermittent entries and exits
A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.
-
Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
Derives four coupled relaxation equations for capital productivity and firm exit from accounting identities, finds zero historical productivity gains in new capital, and matches firm survival rates to data with no free parameters.