Finitary probabilistic methods in econophysics:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge
Cambridge Univ. Press
2010
|
| Edition: | 1. publ. |
| Subjects: | |
| Online Access: | Cover image Contributor biographical information Publisher description Table of contents only Inhaltsverzeichnis |
| Item Description: | "Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"-- Provided by publisher. Includes bibliographical references and indexes |
| Physical Description: | XIV, 327 S. graf. Darst. 26 cm |
| ISBN: | 9780521515597 |
Staff View
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| 500 | |a "Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"-- Provided by publisher. | ||
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Record in the Search Index
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|---|---|
| adam_text | IMAGE 1
CONTENTS
FOREWORD PAGE IX
ACKNOWLEDGEMENTS XIII
1 INTRODUCTORY REMARKS 1
1.1 EARLY ACCOUNTS AND THE BIRTH OF MATHEMATICAL PROBABILITY 1 1.2
LAPLACE AND THE CLASSICAL DEFINITION OF PROBABILITY 3
1.3 FREQUENTISM 8
1.4 SUBJECTIVISM, NEO-BAYESIANISM AND LOGICISM 10
1.5 FROM DEFINITIONS TO INTERPRETATIONS 12
FURTHER READING 13
REFERENCES 13
2 INDIVIDUAL AND STATISTICAL DESCRIPTIONS 15
15 18 19 20 24 24 25 26 26 29 32 35 39 42 54 55 55 57
IMAGE 2
FINITE RANDOM VARIABLES AND STOCHASTIC PROCESSES
4.1 4.2 4.3 4.4 4.5 4.6
FINITE RANDOM VARIABLES FINITE STOCHASTIC PROCESSES APPENDIX 1: A FINITE
VERSION OF DE FINETTI S THEOREM APPENDIX 2: THE BETA DISTRIBUTION
EXERCISES SUMMARY
FURTHER READING REFERENCES THE 5.1 5.2 5.3 5.4
5.5 5.6
5.7 5.8
POLYA PROCESS DEFINITION OF THE POLYA PROCESS THE FIRST MOMENTS OF THE
POLYA DISTRIBUTION LABEL MIXING AND MARGINAL DISTRIBUTIONS A CONSEQUENCE
OF THE CONSTRAINT ^N,* = N
THE CONTINUUM LIMITS OF THE MULTIVARIATE POLYA DISTRIBUTION THE
FUNDAMENTAL REPRESENTATION THEOREM FOR THE POLYA PROCESS EXERCISES
SUMMARY
FURTHER READING TIME EVOLUTION AND FINITE MARKOV CHAINS 6.1
6.2 6.3 6.4 6.5 6.6 6.7 6.8
FROM KINEMATICS TO MARKOVIAN PROBABILISTIC DYNAMICS THE EHRENFEST URN
MODEL FINITE MARKOV CHAINS
CONVERGENCE TO A LIMITING DISTRIBUTION THE INVARIANT DISTRIBUTION
REVERSIBILITY
EXERCISES SUMMARY
FURTHER READING REFERENCES THE 7.1
7.2 7.3 7.4
7.5 7.6 7.7
EHRENFEST-BRILLOUIN MODEL MERGING EHRENFEST-LIKE DESTRUCTIONS AND
BRILLOUIN-LIKE CREATIONS UNARY MOVES
FROM FLEAS TO ANTS MORE COMPLICATED MOVES POLYA DISTRIBUTION STRUCTURES
AN APPLICATION TO STOCK PRICE DYNAMICS EXOGENOUS CONSTRAINTS AND THE
MOST PROBABLE OCCUPATION VECTOR
58 58 73 86 92 93
93 94 95 96 96 100
104 116 116
123 130 131 132
134 134 139 141 146 152
160 166 169 169
171 172
172 174 177
180 181 188
193
IMAGE 3
CONTENTS VN
7.8 EXERCISES 201
7.9 SUMMARY 201
FURTHER READING 202
8 APPLICATIONS TO STYLIZED MODELS IN ECONOMICS 204
8.1 A MODEL FOR RANDOM COIN EXCHANGE 204
8.2 THE TAXATION-REDISTRIBUTION MODEL 212
8.3 THE AOKI-YOSHIKAWA MODEL FOR SECTORAL PRODUCTIVITY 217 8.4 GENERAL
REMARKS ON STATISTICAL EQUILIBRIUM IN ECONOMICS 223 8.5 EXERCISES 225
8.6 SUMMARY 225
FURTHER READING 226
REFERENCES 228
9 FINITARY CHARACTERIZATION OF THE EWENS SAMPLING FORMULA 229
9.1 INFINITE NUMBER OF CATEGORIES 229
9.2 FINITARY DERIVATION OF THE EWENS SAMPLING FORMULA 232
9.3 CLUSTER NUMBER DISTRIBUTION 238
9.4 EWENS MOMENTS AND SITE-LABEL MARGINALS 240
9.5 ALTERNATIVE DERIVATION OF THE EXPECTED NUMBER OF CLUSTERS 243 9.6
SAMPLING AND ACCOMMODATION 244
9.7 MARKOV CHAINS FOR CLUSTER AND SITE DYNAMICS 247
9.8 MARGINAL CLUSTER DYNAMICS AND SITE DYNAMICS 250
9.9 THE TWO-PARAMETER EWENS PROCESS 256
9.10 SUMMARY 259
FURTHER READING 260
10 THE ZIPF-SIMON-YULE PROCESS 262
10.1 THE EWENS SAMPLING FORMULA AND FIRM SIZES 262
10.2 HOPPE S VS. ZIPF S URN 263
10.3 EXPECTED CLUSTER SIZE DYNAMICS AND THE YULE DISTRIBUTION 265 10.4
BIRTH AND DEATH SIMON-ZIPF S PROCESS 269
10.5 MARGINAL DESCRIPTION OF THE SIMON-ZIPF PROCESS 271
10.6 A FORMAL REVERSIBLE BIRTH-AND-DEATH MARGINAL CHAIN 274 10.7 MONTE
CARLO SIMULATIONS 276
10.8 CONTINUOUS LIMIT AND DIFFUSIONS 279
10.9 APPENDIX 1: INVARIANT MEASURE FOR HOMOGENEOUS DIFFUSIONS 286 10.10
SUMMARY 287
FURTHER READING 288
APPENDIX 289
SOLUTIONS TO EXERCISES 289
AUTHOR INDEX 323
SUBJECT INDEX 325
|
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| indexdate | 2024-07-09T23:23:02Z |
| institution | BVB |
| isbn | 9780521515597 |
| language | English |
| lccn | 2010033848 |
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| spelling | Garibaldi, Ubaldo Verfasser aut Finitary probabilistic methods in econophysics Ubaldo Garibaldi ; Enrico Scalas 1. publ. Cambridge Cambridge Univ. Press 2010 XIV, 327 S. graf. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier "Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"-- Provided by publisher. Includes bibliographical references and indexes Mathematisches Modell Wirtschaft Economics Statistical methods Statistical physics Economics Mathematical models Physics Mathematical models Econometrics Soziophysik (DE-588)7553558-0 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Soziophysik (DE-588)7553558-0 s Statistik (DE-588)4056995-0 s DE-604 Scalas, Enrico Verfasser aut http://assets.cambridge.org/97805215/15597/cover/9780521515597.jpg Cover image http://catdir.loc.gov/catdir/enhancements/fy1012/2010033848-b.html Contributor biographical information http://catdir.loc.gov/catdir/enhancements/fy1012/2010033848-d.html Publisher description http://catdir.loc.gov/catdir/enhancements/fy1012/2010033848-t.html Table of contents only SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022532185&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Garibaldi, Ubaldo Scalas, Enrico Finitary probabilistic methods in econophysics Mathematisches Modell Wirtschaft Economics Statistical methods Statistical physics Economics Mathematical models Physics Mathematical models Econometrics Soziophysik (DE-588)7553558-0 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)7553558-0 (DE-588)4056995-0 |
| title | Finitary probabilistic methods in econophysics |
| title_auth | Finitary probabilistic methods in econophysics |
| title_exact_search | Finitary probabilistic methods in econophysics |
| title_full | Finitary probabilistic methods in econophysics Ubaldo Garibaldi ; Enrico Scalas |
| title_fullStr | Finitary probabilistic methods in econophysics Ubaldo Garibaldi ; Enrico Scalas |
| title_full_unstemmed | Finitary probabilistic methods in econophysics Ubaldo Garibaldi ; Enrico Scalas |
| title_short | Finitary probabilistic methods in econophysics |
| title_sort | finitary probabilistic methods in econophysics |
| topic | Mathematisches Modell Wirtschaft Economics Statistical methods Statistical physics Economics Mathematical models Physics Mathematical models Econometrics Soziophysik (DE-588)7553558-0 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Mathematisches Modell Wirtschaft Economics Statistical methods Statistical physics Economics Mathematical models Physics Mathematical models Econometrics Soziophysik Statistik |
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