Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models
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Publication:844567
DOI10.1016/j.jedc.2007.01.021zbMath1181.91222MaRDI QIDQ844567
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.021
power laws; thermodynamic limits; Mittag-Leffler distributions; non-self-averaging phenomena; Poisson-Dirichlet distributions
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
82B30: Statistical thermodynamics
91B69: Heterogeneous agent models
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