Finitary probabilistic methods in econophysics:
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...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2010
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| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xiv, 327 pages) |
| ISBN: | 9780511777585 |
| DOI: | 10.1017/CBO9780511777585 |
Staff View
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| contents | Introductory remarks -- Individual and statistical descriptions -- Probability and events -- Finite random variables and stochastic processes -- The Pólya process -- Time evolution and finite Markov chains -- The Ehrenfest-Brillouin model -- Applications to stylized models in economics -- Finitary characterization of the Ewens sampling formula -- The Zipf-Simon-Yule process |
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| discipline | Wirtschaftswissenschaften |
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| isbn | 9780511777585 |
| language | English |
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| spelling | Garibaldi, Ubaldo Verfasser aut Finitary probabilistic methods in econophysics Ubaldo Garibaldi, Enrico Scalas Cambridge Cambridge University Press 2010 1 online resource (xiv, 327 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Introductory remarks -- Individual and statistical descriptions -- Probability and events -- Finite random variables and stochastic processes -- The Pólya process -- Time evolution and finite Markov chains -- The Ehrenfest-Brillouin model -- Applications to stylized models in economics -- Finitary characterization of the Ewens sampling formula -- The Zipf-Simon-Yule process 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 Mathematisches Modell Wirtschaft Economics / Statistical methods Statistical physics Economics / Mathematical models Physics / Mathematical models Econometrics Statistik (DE-588)4056995-0 gnd rswk-swf Soziophysik (DE-588)7553558-0 gnd rswk-swf Soziophysik (DE-588)7553558-0 s Statistik (DE-588)4056995-0 s 1\p DE-604 Scalas, Enrico Sonstige oth Erscheint auch als Druckausgabe 978-0-521-51559-7 https://doi.org/10.1017/CBO9780511777585 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Garibaldi, Ubaldo Finitary probabilistic methods in econophysics Introductory remarks -- Individual and statistical descriptions -- Probability and events -- Finite random variables and stochastic processes -- The Pólya process -- Time evolution and finite Markov chains -- The Ehrenfest-Brillouin model -- Applications to stylized models in economics -- Finitary characterization of the Ewens sampling formula -- The Zipf-Simon-Yule process Mathematisches Modell Wirtschaft Economics / Statistical methods Statistical physics Economics / Mathematical models Physics / Mathematical models Econometrics Statistik (DE-588)4056995-0 gnd Soziophysik (DE-588)7553558-0 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)7553558-0 |
| 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 Statistik (DE-588)4056995-0 gnd Soziophysik (DE-588)7553558-0 gnd |
| topic_facet | Mathematisches Modell Wirtschaft Economics / Statistical methods Statistical physics Economics / Mathematical models Physics / Mathematical models Econometrics Statistik Soziophysik |
| url | https://doi.org/10.1017/CBO9780511777585 |
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