  We introduce an auto-regressive model which captures the growing nature of
realistic markets. In our model agents do not trade with other agents, they
interact indirectly only through a market. Change of their wealth depends,
linearly on how much they invest, and stochastically on how much they gain from
the noisy market. The average wealth of the market could be fixed or growing.
We show that in a market where investment capacity of agents differ, average
wealth of agents generically follow the Pareto-law. In few cases, the
individual distribution of wealth of every agent could also be obtained
exactly. We also show that the underlying dynamics of other well studied
kinetic models of markets can be mapped to the dynamics of our auto-regressive
model.
