Econophysics: An IntroductionJohn Wiley & Sons, 6 de des. 2010 - 369 pàgines Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material. |
Continguts
The Random Walk | 13 |
Beyond the Simple Random Walk | 41 |
Econophysics Sitabhra Sinha Amab Chatterjee Anirban Chakraborti and Bikas K Chakrabarti | 53 |
Why Care about a Power Law? | 83 |
The LogNormal and ExtremeValue Distributions | 115 |
Explaining Complex Distributions with Simple Models | 131 |
But Individuals are not Gas Molecules | 147 |
Complex Networks | 203 |
Appendix A Thermodynamics and Free Particle Statistics | 251 |
FermiDirac Distribution | 263 |
B 2 | 281 |
B 4 | 290 |
2 SAW Statistics | 292 |
Annealing | 325 |
Appendix E Nonequilibrium Phenomena | 339 |
353 | |
Outlook and Concluding Thoughts | 245 |
Frases i termes més freqüents
Anirban Chakraborti asset average behavior Chakrabarti Chatterjee choice clustering coefficient clusters complex connected consider correlation matrix corresponding defined degree degree distribution denotes density deviation dimension dynamics economic Econophysics eigenvalues eigenvector empirical equation equilibrium example exponent exponential Figure financial market finite fixed point fluctuations free energy function Gaussian distribution given Hamiltonian Hence income interactions Ising model Kolkata KPR problem large number lattice log-normal log-normal distribution minority game neighbors nodes normalized number of agents observed obtained optimal parameter Pareto particles period Phys physicists physics player power law probability random graph random matrix random walk randomly relation rescaled range restaurant return distribution scaling sector simulation Sitabhra Sinha site percolation small-world networks spin statistical stochastic strategy tail temperature theory thermodynamic time-scale time-series tion total number trade transition variable variance WILEY-VCH zero