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