Agent dynamics in kinetic models of wealth exchange

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space." On the other hand, we observe ballistic diffusion in the model with distributed savings. There is an associated skewness in the gain-loss distribution which explains the steady-state behavior in such models. We find that, in general, an agent gains while interacting with an agent with a larger saving propensity.