Large deviations of random vector fields with applications to economics

DOI10.1006/AAMA.1999.0668MaRDI QIDQ1586919zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

random graphlarge deviationsentropy functiontotal excess demand

Mathematics Subject Classification ID

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

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Cites work

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• Asymptotic evaluation of certain markov process expectations for large time, I
• Correlation Functionals
• Entropy, a useful concept in risk theory
• Existence of an Equilibrium for a Competitive Economy
• Information Theory and Statistical Mechanics
• On Large Deviations from the Invariant Measure
• On the existence and convergence of price equilibria for random economies.
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Cited in

(5)

• scientific article; zbMATH DE number 2096686 (Why is no real title available?)
• Some inference results on random pure exchange economies
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• scientific article; zbMATH DE number 2130667 (Why is no real title available?)
• On the existence and convergence of price equilibria for random economies.

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