Non-equilibrium statistical mechanics of Minority Games

Details Non-equilibrium statistical mechanics of Minority Games Non-equilibrium statistical mechanics of Minority Games

2002-05-13

arxiv.org/abs/cond-mat/0205262v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

14 pages, short review for Cergy 2002 conference proceedings

Scientific paper

In this paper I give a brief introduction to a family of simple but non-trivial models designed to increase our understanding of collective processes in markets, the so-called Minority Games, and their non-equilibrium statistical mathematical analysis. Since the most commonly studied members of this family define disordered stochastic processes without detailed balance, the canonical technique for finding exact solutions is found to be generating functional analysis a la De Dominicis, as originally developed in the spin-glass community.

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