Problems of ruin and survival in economics: applications of limit theorems in probability
DOI10.1007/s13571-013-0068-1zbMath1309.91074MaRDI QIDQ2439266
Rabi N. Bhattacharya, Lizhen Lin, Mukul K. Majumdar
Publication date: 14 March 2014
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-013-0068-1
large deviations; CLT; Lindley process; renewable resource management; collapse of credit system; survival under Walrasian equilibrium
60F05: Central limit and other weak theorems
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60F10: Large deviations
91B50: General equilibrium theory
91B32: Resource and cost allocation (including fair division, apportionment, etc.)
