Large deviations of random vector fields with applications to economics

DOI10.1006/aama.1999.0668zbMath0963.60026OpenAlexW2045289412MaRDI QIDQ1586919

Esa Nummelin

Publication date: 20 November 2000

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aama.1999.0668

zbMATH Keywords

large deviationsrandom graphentropy functiontotal excess demand

Mathematics Subject Classification ID

Random fields (60G60) Large deviations (60F10) Mathematical economics (91B99)

Related Items (2)

Some inference results on random pure exchange economies ⋮ On the existence and convergence of price equilibria for random economies.

Cites Work

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• Existence of an Equilibrium for a Competitive Economy

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