Asymptotics of locally interacting Markov chains with global signals
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Cited by:
- Horst, Ulrich & Scheinkman, Jose A., 2006.
"Equilibria in systems of social interactions,"
Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
- J. Scheinkman & U. Horst, 2003. "Equilibria in Systems of Social Interactions," Princeton Economic Theory Working Papers d5a39039d26e0b08775b915bf, David K. Levine.
- U. Horst & Jose A. Scheinkman, 2010. "Equilibria in Systems of Social Interactions," Levine's Working Paper Archive 506439000000000119, David K. Levine.
- Föllmer, Hans & Horst, Ulrich, 2001.
"Convergence of locally and globally interacting Markov chains,"
Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 99-121, November.
- Föllmer, Hans & Horst, Ulrich, 2001. "Convergence of locally and globally interacting Markov chains," SFB 373 Discussion Papers 2001,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horst, Ulrich & Scheinkman, José A., 2009. "A limit theorem for systems of social interactions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 609-623, September.
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Keywords
Markov chains on infinite product spaces; contraction techniques; Gibbs measures; local asymptotic loss of memory;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2001-09-10 (Econometric Time Series)
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