Law of large numbers for dynamic bargaining markets

被引：2

作者：

Ferland, Rene ^{[1
]}

Giroux, Gaston ^{[1
]}

机构：

[1] Univ Quebec, Dept Math, Montreal, PQ H3C 3P8, Canada

来源：

JOURNAL OF APPLIED PROBABILITY | 2008年 / 45卷 / 01期

关键词：

functional law of large numbers; dynamic bargaining market; market makers;

D O I：

10.1239/jap/1208358950

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We describe the random meeting motion of a finite number of investors in markets with friction as a Markov pure-jump process with interactions. Using a sequence of these, we prove a functional law of large numbers relating the large motions with the finite market of the so-called continuum of agents.

引用

页码：45 / 54

页数：10

共 50 条

[21] A NOTE ON THE LAW OF LARGE NUMBERS FOR FUZZY NUMBERS
HONG, DH
FUZZY SETS AND SYSTEMS, 1994, 64 (01) : 59 - 61
[22] The law of large numbers.
Kolmogoroff, A
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES, 1927, 185 : 917 - 919
[23] INEQUALITIES FOR LAW OF LARGE NUMBERS
KURTZ, TG
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 1874 - 1883
[24] An Abstract Law of Large Numbers
Al-Najjar, Nabil, I
Pomatto, Luciano
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2020, 82 (01): : 1 - 12
[25] On the strong law of large numbers
Petrov, VV
STATISTICS & PROBABILITY LETTERS, 1996, 26 (04) : 377 - 380
[26] A generalization of the law of large numbers
Geiringer, H
ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 : 393 - 401
[27] On the law of large numbers for martingales
Yaskov, P. A.
PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS, 2014, 287 (01) : 289 - 298
[28] ON THE STRONG LAW OF LARGE NUMBERS
ERDOS, P
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1948, 54 (05) : 472 - 472
[29] On the strong law of large numbers
Jajte, R
ANNALS OF PROBABILITY, 2003, 31 (01): : 409 - 412
[30] On the strong law of large numbers
Qiu, DH
Gan, SX
ACTA MATHEMATICA SCIENTIA, 2005, 25 (03) : 525 - 532

← 1 2 3 4 5 →