Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]] |
Autore | Aoki Masanao |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
Descrizione fisica | 1 online resource (xv, 263 pages) : digital, PDF file(s) |
Disciplina | 338.5/212 |
Soggetto topico |
Demand (Economic theory) - Mathematical models
Supply and demand - Mathematical models Consumption (Economics) - Mathematical models Business cycles - Mathematical models Statics and dynamics (Social sciences) - Mathematical models Stochastic processes - Mathematical models |
ISBN |
1-107-12030-6
1-280-15912-X 0-511-11865-1 0-511-01878-9 0-511-15665-0 0-511-32934-2 0-511-51064-0 0-511-04599-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Our Objectives and Approaches -- Partial List of Applications -- States: Vectors of Fractions of Types and Partition Vectors -- Vectors of Fractions -- Partition Vectors -- Jump Markov Processes -- The Master Equation -- Decomposable Random Combinatorial Structures -- Sizes and Limit Behavior of Large Fractions -- Setting Up Dynamic Models -- Two Kinds of State Vectors -- Empirical Distributions -- Exchangeable Random Sequences -- Partition Exchangeability -- Transition Rates -- Detailed-Balance Conditions and Stationary Distributions -- The Master Equation -- Continuous-Time Dynamics -- Power-Series Expansion -- Aggregate Dynamics and Fokker-Planck Equation -- Discrete-Time Dynamics -- Introductory Simple and Simplified Models -- A Two-Sector Model of Fluctuations -- Closed Binary Choice Models -- A Polya Distribution Model -- Open Binary Models -- Two Logistic Process Models -- Model 1: The Aggregate Dynamics and Associated Fluctuations -- Model 2: Nonlinear Exit Rate -- A Nonstationary Polya Model -- An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! -- Aggregate Dynamics and Fluctuations of Simple Models -- Dynamics of Binary Choice Models -- Dynamics for the Aggregate Variable -- Potentials -- Critical Points and Hazard Function -- Multiplicity--An Aspect of Random Combinatorial Features -- Evaluating Alternatives -- Representation of Relative Merits of Alternatives -- Value Functions -- Extreme Distributions and Gibbs Distributions -- Type I: Extreme Distribution. |
Altri titoli varianti | Modeling Aggregate Behavior & Fluctuations in Economics |
Record Nr. | UNINA-9910449979403321 |
Aoki Masanao | ||
Cambridge : , : Cambridge University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]] |
Autore | Aoki Masanao |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
Descrizione fisica | 1 online resource (xv, 263 pages) : digital, PDF file(s) |
Disciplina | 338.5/212 |
Soggetto topico |
Demand (Economic theory) - Mathematical models
Supply and demand - Mathematical models Consumption (Economics) - Mathematical models Business cycles - Mathematical models Statics and dynamics (Social sciences) - Mathematical models Stochastic processes - Mathematical models |
ISBN |
1-107-12030-6
1-280-15912-X 0-511-11865-1 0-511-01878-9 0-511-15665-0 0-511-32934-2 0-511-51064-0 0-511-04599-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Our Objectives and Approaches -- Partial List of Applications -- States: Vectors of Fractions of Types and Partition Vectors -- Vectors of Fractions -- Partition Vectors -- Jump Markov Processes -- The Master Equation -- Decomposable Random Combinatorial Structures -- Sizes and Limit Behavior of Large Fractions -- Setting Up Dynamic Models -- Two Kinds of State Vectors -- Empirical Distributions -- Exchangeable Random Sequences -- Partition Exchangeability -- Transition Rates -- Detailed-Balance Conditions and Stationary Distributions -- The Master Equation -- Continuous-Time Dynamics -- Power-Series Expansion -- Aggregate Dynamics and Fokker-Planck Equation -- Discrete-Time Dynamics -- Introductory Simple and Simplified Models -- A Two-Sector Model of Fluctuations -- Closed Binary Choice Models -- A Polya Distribution Model -- Open Binary Models -- Two Logistic Process Models -- Model 1: The Aggregate Dynamics and Associated Fluctuations -- Model 2: Nonlinear Exit Rate -- A Nonstationary Polya Model -- An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! -- Aggregate Dynamics and Fluctuations of Simple Models -- Dynamics of Binary Choice Models -- Dynamics for the Aggregate Variable -- Potentials -- Critical Points and Hazard Function -- Multiplicity--An Aspect of Random Combinatorial Features -- Evaluating Alternatives -- Representation of Relative Merits of Alternatives -- Value Functions -- Extreme Distributions and Gibbs Distributions -- Type I: Extreme Distribution. |
Altri titoli varianti | Modeling Aggregate Behavior & Fluctuations in Economics |
Record Nr. | UNINA-9910783061403321 |
Aoki Masanao | ||
Cambridge : , : Cambridge University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|