中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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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