Ubaldo Garibaldi, Enrico Scalas

Finitary Probabilistic Methods in Econophysics

• Gebundenes Buch

Produktbeschreibung

Proposing a unified view for a dynamic probabilistic approach for graduate students and researchers in physics, economics and finance.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 342
• Erscheinungstermin: 24. August 2018
• Englisch
• Abmessung: 250mm x 175mm x 23mm
• Gewicht: 772g
• ISBN-13: 9780521515597
• ISBN-10: 0521515599
• Artikelnr.: 29985017

Autorenporträt

Ubaldo Garibaldi is First Researcher at the IMEM-CNR, Italy, where he researches the foundations of probability, statistics and statistical mechanics, and the application of finite Markov chains to complex systems.

Inhaltsangabe

1. Introductory remarks
2. Individual and statistical descriptions
3. Probability and events
4. Finite random variables and stochastic processes
5. The Pólya process
6. Time evolution and finite Markov chains
7. The Ehrenfest-Brillouin model
8. Applications to stylized models in economics
9. Finitary characterization of the Ewens sampling formula
10. The Zipf-Simon-Yule process
Index.