Large deviations of random vector fields with applications to economics

DOI10.1006/AAMA.1999.0668zbMATH Open0963.60026OpenAlexW2045289412MaRDI QIDQ1586919FDOQ1586919

Authors: Esa Nummelin 

Publication date: 20 November 2000

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aama.1999.0668

Recommendations

• scientific article; zbMATH DE number 2051037
• scientific article; zbMATH DE number 2130667
• scientific article; zbMATH DE number 2096686
• Some inference results on random pure exchange economies
• Some general results on equilibrium prices in large random exchange economies

zbMATH Keywords

random graphlarge deviationsentropy functiontotal excess demand

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Mathematical economics (91B99)

Cites Work

• Title not available (Why is that?)
• Asymptotic evaluation of certain markov process expectations for large time, I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Information Theory and Statistical Mechanics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of an Equilibrium for a Competitive Economy
• Title not available (Why is that?)
• Title not available (Why is that?)
• Entropy, a useful concept in risk theory
• On Large Deviations from the Invariant Measure
• A statistical equilibrium theory of markets
• Title not available (Why is that?)
• Random economies with many interacting agents
• Correlation Functionals
• On the existence and convergence of price equilibria for random economies.

Cited In (5)

• Title not available (Why is that?)
• Some inference results on random pure exchange economies
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the existence and convergence of price equilibria for random economies.

This page was built for publication: Large deviations of random vector fields with applications to economics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1586919)