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Mean-Field Analytical Solution of the Mesa Boltzmann Wealth Model

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  • Jiyuan Lyu

Abstract

The Boltzmann wealth model provided by the Mesa framework is a classic example in agent-based modeling, yet its statistical properties are typically analyzed only through numerical simulation. This paper studies a mean-field version of the model, replacing local interactions with global random matching and adopting a synchronous update scheme. By establishing a mean-field master equation for the wealth distribution and employing the probability generating function method, we obtain a closed-form expression for the steady-state generating function, and analytically determine the model parameters. We further derive the variance, Gini coefficient, and tail asymptotic behavior of the steady-state wealth distribution. Numerical simulations of the corresponding mean-field agent-based model agree well with the theoretical predictions. This paper provides an analytical benchmark for this mean-field model, which can serve as a reference for theoretical analysis and result validation in related agent-based simulations.

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  • Jiyuan Lyu, 2025. "Mean-Field Analytical Solution of the Mesa Boltzmann Wealth Model," Papers 2511.08202, arXiv.org, revised Jul 2026.
    • Handle: RePEc:arx:papers:2511.08202
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