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1 results

  • Polynomial-Rate Convergence to the Stationary State for the Continuum-Time Limit of the Minority Game

  • Part of
  • Matteo Ortisi
  • Journal:
    Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
    Published online by Cambridge University Press:
    14 July 2016, pp. 376-387
    Print publication:
    June 2008
    • Article
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  • 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 a ‘sufficiently’ asymmetric initial condition, where the number of possible choices for each individual is S = 2 and Γ < +∞. 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.