N agents are placed in a square grid, each with T_k "talent", chosen from a Normal distribution with mean, m, and variance, v, (chosen to be in the neighborhood

N agents are placed in a square grid, each with T_k "talent", chosen from a Normal distribution with mean, m, and variance, v, (chosen to be in the neighborhood of [0,1], e.g. m = 0.6, v = 0.1) and C_k initial capital, with all C_k chosen to be the same initially. N/2 "events" are also placed on the grid, with p of them being "lucky" and (1-p) of them being "unlucky". The simulation is run with the "events" wandering around randomly. If an event "hits" an agent, the agent doubles their capital (C_k) with probability T_k, trying to encapsulate the idea of "when preparation meets opportunity". In other words an agent's capital doubles proportional to their "skill" if a "lucky" event hits them. An agent's capital is halved if an unlucky event hits them. After running the simulation for a certain amount of time, a Pareto distribution is observed for the distribution of capital (C_k). That is, with an initial distribution of "skill" as Gaussian/Normal, the wealth distribution that results is power law.