Ergodic chaos, learning and sunspot equilibrium

Detalhes bibliográficos
Autor(a) principal: Araujo, Aloisio P.
Data de Publicação: 2000
Outros Autores: Maldonado, Wilfredo L.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UCB
Texto Completo: http://hdl.handle.net/123456789/216
https://repositorio.ucb.br:9443/jspui/handle/123456789/7495
Resumo: In this paper we construct sunspot equilibria that arise from chaotic deterministic dynamics. These equilibria are stationary and have absolutely continuous stationary measures. We prove that they can be learned by a simple rule based on the histograms of past state variables. This work gives a theoretical justification for complex deterministic models that might compete with stochastic models to explain real data. Also we prove the stochastic stability of the indeterminate equilibrium.
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spelling Araujo, Aloisio P.Maldonado, Wilfredo L.2016-10-10T03:51:41Z2016-10-10T03:51:41Z2000ARAUJO, A. ; MALDONADO, W. L. Ergodic Chaos, Learning and Sunspot Equilibrium. Economic Theory, v. 15, n. 1, p. 163-184, 2000.http://hdl.handle.net/123456789/216https://repositorio.ucb.br:9443/jspui/handle/123456789/7495In this paper we construct sunspot equilibria that arise from chaotic deterministic dynamics. These equilibria are stationary and have absolutely continuous stationary measures. We prove that they can be learned by a simple rule based on the histograms of past state variables. This work gives a theoretical justification for complex deterministic models that might compete with stochastic models to explain real data. Also we prove the stochastic stability of the indeterminate equilibrium.Made available in DSpace on 2016-10-10T03:51:41Z (GMT). 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dc.title.pt_BR.fl_str_mv Ergodic chaos, learning and sunspot equilibrium
title Ergodic chaos, learning and sunspot equilibrium
spellingShingle Ergodic chaos, learning and sunspot equilibrium
Araujo, Aloisio P.
Complex dynamics
Sunspot equlibrium
title_short Ergodic chaos, learning and sunspot equilibrium
title_full Ergodic chaos, learning and sunspot equilibrium
title_fullStr Ergodic chaos, learning and sunspot equilibrium
title_full_unstemmed Ergodic chaos, learning and sunspot equilibrium
title_sort Ergodic chaos, learning and sunspot equilibrium
author Araujo, Aloisio P.
author_facet Araujo, Aloisio P.
Maldonado, Wilfredo L.
author_role author
author2 Maldonado, Wilfredo L.
author2_role author
dc.contributor.author.fl_str_mv Araujo, Aloisio P.
Maldonado, Wilfredo L.
dc.subject.por.fl_str_mv Complex dynamics
Sunspot equlibrium
topic Complex dynamics
Sunspot equlibrium
dc.description.abstract.por.fl_txt_mv In this paper we construct sunspot equilibria that arise from chaotic deterministic dynamics. These equilibria are stationary and have absolutely continuous stationary measures. We prove that they can be learned by a simple rule based on the histograms of past state variables. This work gives a theoretical justification for complex deterministic models that might compete with stochastic models to explain real data. Also we prove the stochastic stability of the indeterminate equilibrium.
dc.description.version.pt_BR.fl_txt_mv Sim
dc.description.status.pt_BR.fl_txt_mv Publicado
description In this paper we construct sunspot equilibria that arise from chaotic deterministic dynamics. These equilibria are stationary and have absolutely continuous stationary measures. We prove that they can be learned by a simple rule based on the histograms of past state variables. This work gives a theoretical justification for complex deterministic models that might compete with stochastic models to explain real data. Also we prove the stochastic stability of the indeterminate equilibrium.
publishDate 2000
dc.date.issued.fl_str_mv 2000
dc.date.accessioned.fl_str_mv 2016-10-10T03:51:41Z
dc.date.available.fl_str_mv 2016-10-10T03:51:41Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
status_str publishedVersion
format article
dc.identifier.citation.fl_str_mv ARAUJO, A. ; MALDONADO, W. L. Ergodic Chaos, Learning and Sunspot Equilibrium. Economic Theory, v. 15, n. 1, p. 163-184, 2000.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/123456789/216
https://repositorio.ucb.br:9443/jspui/handle/123456789/7495
identifier_str_mv ARAUJO, A. ; MALDONADO, W. L. Ergodic Chaos, Learning and Sunspot Equilibrium. Economic Theory, v. 15, n. 1, p. 163-184, 2000.
url http://hdl.handle.net/123456789/216
https://repositorio.ucb.br:9443/jspui/handle/123456789/7495
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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