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This is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles. Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky's idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopf theorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly stationary processes. Although these two targets are the principal ones, a large number of results from Fourier analysis must be prepared in order to reach these goals. The basic concepts and results from classical as well as generalized Fourier analysis are provided in a systematic way. Prospective readers are assumed to have sufficient knowledge of real, complex analysis. However, necessary economic concepts are explained in the text, making this book accessible even to readers without a background in economics.
Fourier analysis. --- Economic theory. --- Fourier Analysis. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Economic theory --- Political economy --- Social sciences --- Economic man --- Analysis, Fourier --- Mathematical analysis
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The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Game theory. --- Probabilities. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Economics --- Mathematical models. --- Economics, Mathematical --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models
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The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Probability theory --- Recreation. Games. Sports. Corp. expression --- waarschijnlijkheidstheorie --- spellen
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A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Economics, Mathematical. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Methodology --- Mathematics. --- Distribution (Probability theory. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Applications of Mathematics. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Game theory. --- Probabilities. --- Applied mathematics. --- Engineering mathematics. --- Engineering --- Engineering analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models
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The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Mathematics. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Distribution (Probability theory). --- Mathématiques --- Distribution (Théorie des probabilités) --- Distribution (Probability theory. --- Business & Economics --- Mathematics --- Physical Sciences & Mathematics --- Algebra --- Economic Theory --- Economics, Mathematical. --- Economics --- Mathematical economics --- Game theory. --- Probabilities. --- Econometrics --- Methodology --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models
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Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. The scope of Advances in Mathematical Economics includes, but is not limited to, the following fields: - economic theories in various fields based on rigorous mathematical reasoning; - mathematical methods (e.g., analysis, algebra, geometry, probability) motivated by economic theories; - mathematical results of potential relevance to economic theory; - historical study of mathematical economics. Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion. Consequently, we will also invite articles which might be considered too long for publication in journals.
Economics, Mathematical. --- Economics --- Mathematical economics --- Mathematics --- Economic theory. --- Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Econometrics --- Methodology --- Economic theory --- Political economy --- Social sciences --- Economic man
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A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Economics. --- Mathematics. --- Mathematics --- Business & Economics --- Physical Sciences & Mathematics --- Algebra --- Economic Theory --- Economics, Mathematical. --- Economics --- Mathematical economics --- Applied mathematics. --- Engineering mathematics. --- Game theory. --- Probabilities. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Applications of Mathematics. --- Econometrics --- Methodology --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Engineering --- Engineering analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models
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A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Economics, Mathematical -- Periodicals. --- Economics, Mathematical. --- Business & Economics --- Economic Theory --- Economics --- Mathematical models. --- Game theory. --- Economic theory. --- Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Game Theory, Economics, Social and Behav. Sciences. --- Economics, Mathematical --- Mathematical economics --- Econometrics --- Mathematics --- Methodology --- Mathematics. --- Math --- Science --- Economic theory --- Political economy --- Social sciences --- Economic man --- Games, Theory of --- Theory of games --- Mathematical models
Choose an application
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Mathematics. --- Game theory. --- Probabilities. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Economics, Mathematical. --- Economics --- Mathematical economics --- Mathematics --- Econometrics --- Methodology --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models
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