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Based on the stochastic model proposed by Patriarca-Kaski-Chakraborti thatdescribes the exchange of wealth between $n$ economic agents, we analyze theevolution of the corresponding economies under the assumption of a Gaussianbackground, modeling the exchange parameter $\epsilon$. We demonstrate, thatwithin Gaussian noise, the variance of the resulting wealth distribution willsignificantly decrease, and the equilibrium state is reached faster than in thecase of a uniform distributed $\epsilon$ parameter. Also, we show that thesystem with Gaussian noise strongly resembles a deterministic system which issolved by means of a Z-Transform based technique.

Gaussian Noise Effects on the Evolution of Wealth in a Closed System of n-Economies