Mean-Field Analytical Solution of the Mesa Boltzmann Wealth Model

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.