Book contents
- Frontmatter
- Contents
- Foreword
- Acknowledgements
- 1 Introductory remarks
- 2 Individual and statistical descriptions
- 3 Probability and events
- 4 Finite random variables and stochastic processes
- 5 The Pólya process
- 6 Time evolution and finite Markov chains
- 7 The Ehrenfest–Brillouin model
- 8 Applications to stylized models in economics
- 9 Finitary characterization of the Ewens sampling formula
- 10 The Zipf–Simon–Yule process
- Appendix: Solutions to exercises
- Author index
- Subject index
- References
9 - Finitary characterization of the Ewens sampling formula
Published online by Cambridge University Press: 05 July 2014
Book contents
- Frontmatter
- Contents
- Foreword
- Acknowledgements
- 1 Introductory remarks
- 2 Individual and statistical descriptions
- 3 Probability and events
- 4 Finite random variables and stochastic processes
- 5 The Pólya process
- 6 Time evolution and finite Markov chains
- 7 The Ehrenfest–Brillouin model
- 8 Applications to stylized models in economics
- 9 Finitary characterization of the Ewens sampling formula
- 10 The Zipf–Simon–Yule process
- Appendix: Solutions to exercises
- Author index
- Subject index
- References
Summary
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- Finitary Probabilistic Methods in Econophysics , pp. 229 - 261Publisher: Cambridge University PressPrint publication year: 2010
References
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