Unhedgeable shocks and statistical economic equilibrium

DOI10.1007/s00199-011-0663-1zbMath1282.91255MaRDI QIDQ1941982

Yanyan Li

Publication date: 25 March 2013

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-011-0663-1

zbMATH Keywords

economic equilibrium; Walrasian competitive equilibrium; income and wealth distribution; statistical economic equilibrium

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B80: Applications of statistical and quantum mechanics to economics (econophysics)

60G50: Sums of independent random variables; random walks

91B52: Special types of economic equilibria

91B54: Special types of economic markets (including Cournot, Bertrand)

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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