Study of a model for the distribution of wealth

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of an iterated nonlinear map of the distribution of wealth. The equilibrium distribution is known and takes a rather simple form. If this distribution is such that, at some time, the higher momenta of the distribution exist, one can find exactly their law of evolution. A seemingly simple extension of the laws of exchange yields also explicit iteration formulae for the higher momenta, but with a major difference with the original iteration because high order momenta grow indefinitely. This provides a quantitative model where the spreading of wealth, namely the difference between the rich and the poor, tends to increase with time.Comment: 12 pages, 2 figure

f(R) brane cosmology

Despite the nice features of the Dvali, Gabadadze and Porrati (DGP) model to explain the late-time acceleration of the universe, it suffers from some theoretical problems like the ghost issue. We present a way to self-accelerate the normal DGP branch, which is known to be free of the ghost problem, by means of an f(R) term on the brane action. We obtain the de Sitter self-accelerating solutions of the model and study their stability under homogeneous perturbations.Comment: 4 pages, 2 figures. Contribution to the proceedings of Spanish Relativity Meeting 2009, Bilbao, Spain, 7-11 September 200

Detecting synchronization in spatially extended discrete systems by complexity measurements

The synchronization of two stochastically coupled one-dimensional cellular automata (CA) is analyzed. It is shown that the transition to synchronization is characterized by a dramatic increase of the statistical complexity of the patterns generated by the difference automaton. This singular behavior is verified to be present in several CA rules displaying complex behavior.Comment: 4 pages, 2 figures; you can also visit http://add.unizar.es/public/100_16613/index.htm

Valadier-like formulas for the supremum function II: The compactly indexed case

We generalize and improve the original characterization given by Valadier [20, Theorem 1] of the subdifferential of the pointwise supremum of convex functions, involving the subdifferentials of the data functions at nearby points. We remove the continuity assumption made in that work and obtain a general formula for such a subdifferential. In particular, when the supremum is continuous at some point of its domain, but not necessarily at the reference point, we get a simpler version which gives rise to Valadier formula. Our starting result is the characterization given in [10, Theorem 4], which uses the epsilon-subdiferential at the reference point.Comment: 23 page

Banking industry evolution along the Texas-Mexico border

Maquiladora ; Income ; Remittances ; Emerging markets ; Federal Reserve Bank of Dallas ; Debit cards