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Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents

Author: 青木, 正直, (1931- ) ; Masanao Aoki
Publisher: New York : Cambridge University Press, 2002.
Edition/Format:   Book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: 青木, 正直, (1931- ) ; Masanao Aoki
ISBN: 0521781264 9780521781268 0521606195 9780521606196
OCLC Number: 46419740
Description: xv, 263 p. ; 24 cm.
Contents: Our Objectives and Approaches --
Partial List of Applications --
States: Vectors of Fractions of Types and Partition Vectors --
Vectors of Fractions --
Partition Vectors --
Jump Markov Processes --
The Master Equation --
Decomposable Random Combinatorial Structures --
Sizes and Limit Behavior of Large Fractions --
Setting Up Dynamic Models --
Two Kinds of State Vectors --
Empirical Distributions --
Exchangeable Random Sequences --
Partition Exchangeability --
Transition Rates --
Detailed-Balance Conditions and Stationary Distributions --
The Master Equation --
Continuous-Time Dynamics --
Power-Series Expansion --
Aggregate Dynamics and Fokker-Planck Equation --
Discrete-Time Dynamics --
Introductory Simple and Simplified Models --
A Two-Sector Model of Fluctuations --
Closed Binary Choice Models --
A Polya Distribution Model --
Open Binary Models --
Two Logistic Process Models --
Model 1: The Aggregate Dynamics and Associated Fluctuations --
Model 2: Nonlinear Exit Rate --
A Nonstationary Polya Model --
An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! --
Aggregate Dynamics and Fluctuations of Simple Models --
Dynamics of Binary Choice Models --
Dynamics for the Aggregate Variable --
Potentials --
Critical Points and Hazard Function --
Multiplicity--An Aspect of Random Combinatorial Features --
Evaluating Alternatives --
Representation of Relative Merits of Alternatives --
Value Functions --
Extreme Distributions and Gibbs Distributions --
Type I: Extreme Distribution.
Responsibility: Masanao Aoki.
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