Finitary probabilistic methods in econophysics - Info and Reading Options
By Ubaldo Garibaldi
"Finitary probabilistic methods in econophysics" was published by Cambridge University Press in 2010 - Cambridge and the language of the book is English.
“Finitary probabilistic methods in econophysics” Metadata:
- Title: ➤ Finitary probabilistic methods in econophysics
- Author: Ubaldo Garibaldi
- Language: English
- Publisher: Cambridge University Press
- Publish Date: 2010
- Publish Location: Cambridge
“Finitary probabilistic methods in econophysics” Subjects and Themes:
- Subjects: ➤ Statistical methods - Statistical physics - Mathematical models - Economics - Physics - Econometrics - Economics, methodology - Economics, research
Edition Specifications:
- Pagination: p. cm.
Edition Identifiers:
- The Open Library ID: OL24494589M - OL15538021W
- Online Computer Library Center (OCLC) ID: 607986329
- Library of Congress Control Number (LCCN): 2010033848
- ISBN-13: 9780521515597
- All ISBNs: 9780521515597
AI-generated Review of “Finitary probabilistic methods in econophysics”:
"Finitary probabilistic methods in econophysics" Table Of Contents:
- 1- Machine generated contents note: 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.
"Finitary probabilistic methods in econophysics" Description:
The Open Library:
"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"--
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