Stochastic Interacting Systems: Contact, Voter and Exclusion Processes, Thomas M. Liggett
Автор: Caiani Название: Economics with Heterogeneous Interacting Agents ISBN: 331944056X ISBN-13(EAN): 9783319440569 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a practical guide to Agent Based economic modeling, adopting a “learning by doing” approach to help the reader master the fundamental tools needed to create and analyze Agent Based models. After providing them with a basic “toolkit” for Agent Based modeling, it present and discusses didactic models of real financial and economic systems in detail. While stressing the main features and advantages of the bottom-up perspective inherent to this approach, the book also highlights the logic and practical steps that characterize the model building procedure. A detailed description of the underlying codes, developed using R and C, is also provided. In addition, each didactic model is accompanied by exercises and applications designed to promote active learning on the part of the reader. Following the same approach, the book also presents several complementary tools required for the analysis and validation of the models, such as sensitivity experiments, calibration exercises, economic network and statistical distributions analysis.By the end of the book, the reader will have gained a deeper understanding of the Agent Based methodology and be prepared to use the fundamental techniques required to start developing their own economic models.Accordingly, “Economics with Heterogeneous Interacting Agents” will be of particular interest to graduate and postgraduate students, as well as to academic institutions and lecturers interested in including an overview of the AB approach to economic modeling in their courses.
Автор: Jean-Dominique Deuschel; Andreas Greven Название: Interacting Stochastic Systems ISBN: 3642061966 ISBN-13(EAN): 9783642061967 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 1 2 Jean-Dominique Deuschel and Andreas Greven 1 Fakult] at II - Mathematik und Naturwissenschaften, Institut fur ] Mathematik, Technische Universit] at Berlin, Strae des 17. Juni 136, D-10623 Berlin Tel. (0049 30) 314-25193, Fax: (0049 30) 314-21695 deuschel@math. tu-berlin. de 2 1 Mathematisches Institut, Bismarckstr. 1, D-91054 Erlangen, 2 Tel. (0049 9131) 85-22454, Fax (0049 9131) 85-26214 This volume collects original work and reviews on work in the ?eld of pro- bilitywhichtookplacewithintheframeworkoftheDFG-Schwerpunkt: Int- acting stochastic systems of high complexity. This research network started in May 1997 and was funded till May 2003. In this network between 20-30 (depending on the 2-year periods of grant renewal) groups from probab- ity, statistical physics and mathematical statistics within Germany were - tive. An extensive international collaboration was an essential part of this network and here particularly intense contacts were built up between the DFG-Schwerpunkt and EURANDOM, a European institute for research in stochastics, which was founded in 1997. This partnership reached from joint workshops and colloquia to collaborations on speci?c projects. The key scienti?c idea which was behind the research network was to - plore and develop the connections between research in in?nite dimensional stochastic analysis, statistical physics (Gibbs measures, random media), s- tial population models from mathematical biology, complex models of ?n- cial markets or of stochastic models with interacting components in other sciences as for example in climatology.
Автор: H. Kesten; R. Durrett Название: Random Walks, Brownian Motion, and Interacting Particle Systems ISBN: 1461267706 ISBN-13(EAN): 9781461267706 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.
Автор: Claude Kipnis; Claudio Landim Название: Scaling Limits of Interacting Particle Systems ISBN: 3642084443 ISBN-13(EAN): 9783642084447 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.
Описание: This volume, based on the Fall 2010 MSRI program, includes review articles, research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles, and other core aspects of random matrix theory such as integrability and free probability theory.
Автор: H. Kesten; R. Durrett Название: Random Walks, Brownian Motion, and Interacting Particle Systems ISBN: 0817635092 ISBN-13(EAN): 9780817635091 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.
Автор: Herbert Spohn Название: Large Scale Dynamics of Interacting Particles ISBN: 3642843735 ISBN-13(EAN): 9783642843730 Издательство: Springer Рейтинг: Цена: 13060.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles. This book addresses both researchers and students.
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