{
  "annotation_id": "3c4c0e36-adb9-4318-b0a4-ef9be24e7984",
  "date_created": "2026-03-02T18:01:11.494000Z",
  "date_modified": "2026-03-02T18:01:11.494000Z",
  "file_hash": "71f0d9e8e4238f809b6c9882add4c26330249695332b881c1a5cd2dcfc32a401",
  "private": false,
  "record": {
    "abstract": "We study here numerically the behavior of an ideal gas like model of markets\nhaving only one non-consumable commodity. We investigate the behavior of the\nsteady-state distributions of money, commodity and total wealth, as the\ndynamics of trading or exchange of money and commodity proceeds, with local (in\ntime) fluctuations in the price of the commodity. These distributions are\nstudied in markets with agents having uniform and random saving factors. The\nself-organizing features in money distribution are similar to the cases without\nany commodity (or with consumable commodities), while the commodity\ndistribution shows an exponential decay. The wealth distribution shows\ninteresting behavior: Gamma like distribution for uniform saving propensity and\nhas the same power-law tail, as that of the money distribution, for a market\nwith agents having random saving propensity.",
    "arxiv_id": "physics/0609069",
    "authors": [
      "Arnab Chatterjee",
      "Bikas K. Chakrabarti"
    ],
    "categories": [
      "physics.soc-ph",
      "cond-mat.stat-mech",
      "q-fin.GN"
    ],
    "doi": "10.1140/epjb/e2007-00011-1",
    "journal_ref": "Eur. Phys. J. B 54 (2006) 399-404",
    "title": "Kinetic market models with single commodity having price fluctuations",
    "url": "https://arxiv.org/abs/physics/0609069"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "6381b960-446d-4bd6-98fb-8ebb9461dd45",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}