Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game

Details Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game

2007-06-21

arxiv.org/abs/0706.3114v2

Journal of Applied Probability Vol.45 N.2, 2008

Mathematics

Probability

13 pages, content changed

Scientific paper

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 "sufficiently" asymmetric initial condition where the number of possible choices for each individual is S=2 and $\Gamma<+\infty$. 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.

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