Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game
| dc.creator | Ortisi, Matteo | |
| dc.date | 2007-06-21 | |
| dc.date | 2008-04-17 | |
| dc.date.accessioned | 2026-07-07T09:32:48Z | |
| dc.date.available | 2026-07-07T09:32:48Z | |
| dc.description | In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently" asymmetric initial condition where the number of possible choices for each individual is S=2 and $Γ<+\infty$. An upper bound for the asymptotic behavior, as the number of agents grows to infinity, of the waiting time for reaching the stationary state is then obtained. | |
| dc.description | 13 pages, content changed | |
| dc.identifier | https://arxiv.org/abs/0706.3114 | |
| dc.identifier | http://arxiv.org/abs/0706.3114 | |
| dc.identifier | Journal of Applied Probability Vol.45 N.2, 2008 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/158909 | |
| dc.subject | Probability | |
| dc.title | Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game | |
| dc.type | text |