Crash Avoidance in a Complex System

dc.creatorHart, Michael L.
dc.creatorLamper, David
dc.creatorJohnson, Neil F.
dc.date2002-06-13
dc.date.accessioned2026-07-07T02:45:50Z
dc.date.available2026-07-07T02:45:50Z
dc.descriptionComplex systems can exhibit unexpected large changes, e.g. a crash in a financial market. We examine the large endogenous changes arising within a non-trivial generalization of the Minority Game: the Grand Canonical Minority Game (GCMG). Using a Markov Chain description, we study the many possible paths the system may take. This `many-worlds' view not only allows us to predict the start and end of a crash in this system, but also to investigate how such a crash may be avoided. We find that the system can be `immunized' against large changes: by inducing small changes today, much larger changes in the future can be prevented.
dc.description12 pages, 6 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0206228
dc.identifierhttp://arxiv.org/abs/cond-mat/0206228
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/19444
dc.subjectDisordered Systems and Neural Networks
dc.subjectStatistical Mechanics
dc.titleCrash Avoidance in a Complex System
dc.typetext

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