Long-run Behavior of Macroeconomic Models with Heterogeneous Agents : Asymptotic Behavior of One- and Two-Parameter Poisson-Dirichlet Distributions
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アイテムタイプ
テクニカルレポート / Technical Report
言語
英語
キーワード
Two-parameter Poisson-Dirichlet distributions, Mittag-Leffler distributions, Non-self averaging phenomena, Power laws
This paper discusses a symptotic behavior of one-and two-parameter Poisson-Dirichlet models, that is, Ewens models and its two parameter extensions by Pitman, and show that their a symptotic behavior arevery different. The paper shows asymptotic properties of a class of one-and two-parameter Poisson-Dirichlet distribution models are drastically different. Convergence behavioris expressedin termsof generalized Mittag-Leffler distributions in the statistics literature. The coefficients of variations of suitably normalized number of clusters andof clusters of specific sizesdo not vanish in the two-parameter version, but they do in one-parameter Ewens models.
内容記述
本文フィルはリンク先を参照のこと
雑誌名
Discussion paper series. CIRJE-F
巻
CIRJE-F-425
発行年
2006-05
書誌レコードID
AA11450569
フォーマット
application/pdf
日本十進分類法
330
出版者
日本経済国際共同センター
出版者別名
Center for International Research on the Japanese Economy
Long-run Behavior of Macroeconomic Models with Heterogeneous Agents : Asymptotic Behavior of One- and Two-Parameter Poisson-Dirichlet Distributions
