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Finitary Probabilistic Methods in Econophysics

£62.00

  • Date Published: August 2010
  • availability: In stock
  • format: Hardback
  • isbn: 9780521515597

£ 62.00
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About the Authors
  • 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.

    • Proposes a unified view for a dynamic probabilistic approach
    • Discusses the essentials of applied probability, and covers finite Markov chain theory and its applications to real systems
    • Each chapter contains worked examples, and exercises with solutions at the end of the book
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    Reviews & endorsements

    '… 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

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    Product details

    • Date Published: August 2010
    • format: Hardback
    • isbn: 9780521515597
    • length: 342 pages
    • dimensions: 253 x 178 x 21 mm
    • weight: 0.82kg
    • contains: 23 b/w illus. 34 exercises
    • availability: In stock
  • Table of Contents

    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.

  • Authors

    Ubaldo Garibaldi, Università degli Studi di Genova
    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, Università degli Studi del Piemonte Orientale Amedeo Avogadro
    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.

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