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Limiting Behavior of Interacting Particle Systems: with application to Minority Game - Couverture souple

Ortisi, Matteo

 
9783843392686: Limiting Behavior of Interacting Particle Systems: with application to Minority Game
Couverture souple
ISBN 10 : 3843392684 ISBN 13 : 9783843392686
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

This book, addressed to researchers and students interested in interacting particle systems, is a study on the application of a law of large numbers and stability criteria to understand the asymptotic behavior of particle systems. The aim is to investigate the limiting behavior of a stochastic interacting particle system both as the size of the population N grows to infinity,being the time t fixed,and t grows to infinity,being N fixed. The limiting behavior as the size N grows to infinity is achieved as a law of large numbers for the empirical process associated with the interacting particle system,while the long time behavior is characterized in terms of the convergence of the particle distribution to an invariant distribution. By applying the same criterion for the convergence to the invariant measure to the continuum time version of the Minority Game, an upper bound for the asymptotic behavior of the waiting time for reaching the stationary state is obtained.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book, addressed to researchers and students interested in interacting particle systems, is a study on the application of a law of large numbers and stability criteria to understand the asymptotic behavior of particle systems. The aim is to investigate the limiting behavior of a stochastic interacting particle system both as the size of the population N grows to infinity,being the time t fixed,and t grows to infinity,being N fixed. The limiting behavior as the size N grows to infinity is achieved as a law of large numbers for the empirical process associated with the interacting particle system,while the long time behavior is characterized in terms of the convergence of the particle distribution to an invariant distribution. By applying the same criterion for the convergence to the invariant measure to the continuum time version of the Minority Game, an upper bound for the asymptotic behavior of the waiting time for reaching the stationary state is obtained.

Biographie de l'auteur

Matteo Ortisi obtained his Ph.D. in Applied Mathematics from University of Milan in 2007. In 2005 he started working in finance as quantitative analyst and now he works in the investment division of Pioneer Investments.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3843392684
ISBN 13 
9783843392686
Reliure
Broché
Nombre de pages
100
Coordonnées du fabricant
non disponible
Personne responsable
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