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Thermodynamic Limits of Macroeconomic or Financial Models : One-and Two-Parameter Poisson-Dirichlet Models
http://hdl.handle.net/2261/4018
http://hdl.handle.net/2261/401833cc752c-a616-4fa5-b13e-d1ab20fff92c
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-06-03 | |||||
タイトル | ||||||
タイトル | Thermodynamic Limits of Macroeconomic or Financial Models : One-and Two-Parameter Poisson-Dirichlet Models | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Poisson-Eirichlet distribution | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Mittag-Leffler distributions | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Thermodynamic limits | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Non-self averaging phenomena | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Power laws | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Aoki, Masanao
× Aoki, Masanao |
|||||
著者所属 | ||||||
著者所属 | University of California | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper examines asymptotic behavior of two types of economic or financial models with many interacting heterogeneous agents. They are one-parameter Poisson-Dirichlet models, also called Ewens models, and its extension totwo-parameter Poisson-Dirichlet models. The total number of clusters, and the components of partition vectors (the number of clusters of specified sizes),both suitably normalized by some powers of model sizes, of these classes of models are shown tobe related to the Mittag-Leffler distributions. Their behavior as the model sizes tend to infinity(thermodynamic limits) are qualitatively very different. In the one-parameter models, the number of clusters, and components of partition vectors are both self-averaging, that is, their coefficients of variations tend to zero as the model sizes become very large, while in the two-parameter models they are not self-averaging, that is, their coefficients of variations do not tend to zero as model sizes becomes large. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-445, 発行日 2006-10 |
|||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 330 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
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 | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2006/2006cf445ab.html |