Finitary Probabilistic Methods in Econophysics
Ubaldo Garibaldi · Enrico Scalas
Aug 2010 · Cambridge University Press
Ebook
343
Pages
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About this ebook
Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.
About the author
Ubaldo Garibaldi is First Researcher at the IMEM-CNR, Italy, where he researches the foundations of probability, statistics and statistical mechanics, and the application of finite Markov chains to complex systems.
Enrico Scalas is Assistant Professor of Physics at the University of Eastern Piedmont, Italy. His research interests are anomalous diffusion and its applications to complex systems, the foundations of statistical mechanics, and agent-based simulations in physics, finance and economics.
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