The equations from physics say "if we have some quantity X distributed among bins Y, and X is randomly exchanged between pairs of Y over and over, then P(bin y has amount x) is proportional to exp(-x)". In physics, X is energy and Y is atoms, while in economics, X is money and Y is people. If the money were truly being exchanged randomly, then the distribution should look exponential, that is, the probability person p has money m is proportional to exp(-m). What we observe is that the probability of having money m is actually m^(-alpha). Therefore the money is not being exchanged randomly, and the richest agents probably aren't lucky.