Persistence in a Random Bond Ising Model of Socio-Econo Dynamics

Autor:	Jain, S., Yamano, T.
Rok vydání:	2007
Předmět:	Quantitative Finance - General Finance Condensed Matter - Disordered Systems and Neural Networks Physics - Computational Physics Physics - Physics and Society Quantitative Finance - Statistical Finance
Druh dokumentu:	Working Paper
DOI:	10.1142/S012918310801198X
Popis:	We study the persistence phenomenon in a socio-econo dynamics model using computer simulations at a finite temperature on hypercubic lattices in dimensions up to 5. The model includes a ` social\rq local field which contains the magnetization at time $t$. The nearest neighbour quenched interactions are drawn from a binary distribution which is a function of the bond concentration, $p$. The decay of the persistence probability in the model depends on both the spatial dimension and $p$. We find no evidence of ` blocking\rq in this model. We also discuss the implications of our results for possible applications in the social and economic fields. It is suggested that the absence, or otherwise, of blocking could be used as a criterion to decide on the validity of a given model in different scenarios. Comment: 11 pages, 4 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0709.1092 Zobrazit plný text záznamu View this record from Arxiv