Finitary probabilistic methods in econophysics

Finitary probabilistic methods in econophysics

by Garibaldi, Ubaldo

Type Book
Rate 0.0 /5

"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…

Read More ↓
Details
Files
Reviews
Download

Title Statements

  • Full title :Finitary probabilistic methods in econophysics / Ubaldo Garibaldi, Enrico Scalas.

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"--

Read More ↓

Edition Statements

  • Publication Date:2010.

Publication Statements

The Physical Object

  • Description:1 ressource en ligne (xiv, 327 pages) : : illustrations.

Edition Identifiers

  • ISBN:9780511902055, 0511902050, 9780511777585, 0511777582
  • oclc:on1104423247
  • LC Classification:HB137
  • Dewey Decimal:330.01/5195

Table of Contents

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.

Read More ↓

Subjects

Econometrics Économétrie Economics -- Mathematical models Economics -- Statistical methods Économie politique -- Méthodes statisti… Économie politique -- Modèles mathémati… Physics -- Mathematical models Physique -- Modèles mathématiques Physique statistique Statistical physics

Writers

Garibaldi, Ubaldo Scalas, Enrico

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

  • Finitary Probabilistic Methods in Econophysics --…

    PDF · 1.7 MB · updated
    Login →

  • Finitary Probabilistic Methods in Econophysics --…

    PDF · 1.4 MB · updated
    Login →

  • Finitary Probabilistic Methods in Econophysics --…

    PDF · 3.1 MB · updated
    Login →
Log in to request a copy