Examples of Macroeconomic and Non-Economic Dynamic Models That are Not Self Averaging
نویسنده
چکیده
This paper describes examples of non-self averaging phenomena drawn from macroeconomic and physics fields. They are models of random clusters, such as Poisson-Dirichlet models, urn models, and models of random transport through disordered media. In particular, we discuss several three-parameter extension of the two parameter Poisson-Dirichlet model. These three parameter models inherit non-self averaging asymptotic behavior of the twoparameter PD(α, θ) model, with positive α. Models of random additive types and random multiplicative types are mentioned. A sufficient condition for models to be non-self averaging is also presented.
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تاریخ انتشار 2010