Mathematics – Dynamical Systems
Scientific paper
Jun 2000
adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2000aipc..519..699a&link_type=abstract
STATISTICAL PHYSICS: Third Tohwa University International Conference. AIP Conference Proceedings, Volume 519, pp. 699-710 (2000
Mathematics
Dynamical Systems
Markov Processes, Other Topics In Areas Of Applied And Interdisciplinary Physics, Other Topics In Statistical Physics, Thermodynamics, And Nonlinear Dynamical Systems, Stochastic Analysis Methods
Scientific paper
This paper considers a market in which shares of a holding company is traded by agents of many types. The market behavior is examined by regarding clusters of agents by types as random combinatorial partitions of agents by types. The equilibrium distribution is known to be the Ewens sampling formula. The paper examines the situations in which two types of agents dominate in the markets by using the marginal distribution for the two largest fractions of agent types. The returns are conjectured to obey a power-law. .
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