Finitary Probabilistic Methods in Econophysics

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September 2010



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


1. Introductory remarks; 2. Individual and statistical descriptions; 3. Probability and events; 4. Finite random variables and stochastic processes; 5. The Polya 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.


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. Enrico Scalas is Assistant Professor of Physics at the University of Eastern Piedmont, Italy. His research interests are anomalous diffusion and its applications to complex systems, the foundations of statistical mechanics, and agent-based simulations in physics, finance and economics.


'... a book that would allow a physicist to approach recent advances in statistics which are not encountered in statistical physics for example ... serves as an introduction to distributions and models that are widely used in physics.' Contemporary Physics
EAN: 9780521515597
ISBN: 0521515599
Untertitel: Sprache: Englisch.
Erscheinungsdatum: September 2010
Seitenanzahl: 327 Seiten
Format: gebunden
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