Book contents
- Frontmatter
- Contents
- Foreword
- Acknowledgements
- 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
- Appendix: Solutions to exercises
- Author index
- Subject index
- References
3 - Probability and events
Published online by Cambridge University Press: 05 July 2014
Book contents
- Frontmatter
- Contents
- Foreword
- Acknowledgements
- 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
- Appendix: Solutions to exercises
- Author index
- Subject index
- References
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Finitary Probabilistic Methods in Econophysics , pp. 26 - 57Publisher: Cambridge University PressPrint publication year: 2010
References
and , How to Gamble if You Must: Inequalities for Stochastic Processes, McGraw-Hill, New York (1965).Google Scholar
, Foundations of the Theory of Probability (English translation of Grundbegriffe der Wahrscheinlichkeitsrechnung, originally published in German in 1933), Chelsea, New York (1956).Google Scholar
, Measures, Integrals and Martingales, Cambridge University Press, Cambridge, UK (2006).Google Scholar
, A User's Guide to Measure Theoretic Probability, Cambridge University Press, Cambridge, UK (2002).Google Scholar
Pierre-Simon, comte de Laplace, Théorie Analytique des Probabilités, Paris (1814).
Pierre-Simon, marquis de Laplace, Essai Philosophique sur les Probabilités, H. Remy, Bruxelles (1829).
[2] and , The Monty Hall Dilemma Revisited: Understanding the Interaction of Problem Definition and Decision Making, University of Missouri Working Paper 99-06, http://129.3.2 0.41/eps/exp/papers/ 9906/9906001.html.