Evolution analysis of the states of the EZ model
文献类型:期刊论文
作者 | Chen Qing-Hua1; Ding Yi-Ming2; Dong Hong-Guang3 |
刊名 | CHINESE PHYSICS B
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出版日期 | 2009-04-01 |
卷号 | 18期号:4页码:1700-1706 |
关键词 | EZ model Markov chain stationary distribution equilibrium state |
通讯作者 | Chen, QH (reprint author), Beijing Normal Univ, Sch Management, Dept Syst Sci, Beijing 100875, Peoples R China. |
英文摘要 | Based on suitable choice of states, this paper studies the stability of the equilibrium state of the EZ model by regarding the evolution of the EZ model as a Markov chain and by showing that the Markov chain is ergodic. The Markov analysis is applied to the EZ model with small number of agents, the exact equilibrium state for N = 5 and numerical results for N = 18 are obtained. |
WOS标题词 | Science & Technology ; Physical Sciences |
类目[WOS] | Physics, Multidisciplinary |
研究领域[WOS] | Physics |
关键词[WOS] | FINANCIAL-MARKETS ; HERDING MODEL ; BEHAVIOR ; CLUSTERS ; AGENTS |
收录类别 | SCI |
语种 | 英语 |
WOS记录号 | WOS:000264290900070 |
源URL | [http://ir.wipm.ac.cn/handle/112942/2244] ![]() |
专题 | 武汉物理与数学研究所_2011年以前论文发表(包括2011年) |
作者单位 | 1.Beijing Normal Univ, Sch Management, Dept Syst Sci, Beijing 100875, Peoples R China 2.Chinese Acad Sci, Wuhan Inst Phys & Math, Wuhan 430071, Peoples R China 3.Beijing Higher Educ Press, Beijing 100029, Peoples R China |
推荐引用方式 GB/T 7714 | Chen Qing-Hua,Ding Yi-Ming,Dong Hong-Guang. Evolution analysis of the states of the EZ model[J]. CHINESE PHYSICS B,2009,18(4):1700-1706. |
APA | Chen Qing-Hua,Ding Yi-Ming,&Dong Hong-Guang.(2009).Evolution analysis of the states of the EZ model.CHINESE PHYSICS B,18(4),1700-1706. |
MLA | Chen Qing-Hua,et al."Evolution analysis of the states of the EZ model".CHINESE PHYSICS B 18.4(2009):1700-1706. |
入库方式: OAI收割
来源:武汉物理与数学研究所
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