解説: ミニ特集「経済物理学とその周辺」
分布関数による経済メカニズムの解明
2013 年 7 巻 2 号 p. 108-115
詳細
2013 年 7 巻 2 号 p. 108-115
One of the characteristic analytical methods in Econophysics is observation of distribution function of an economic phenomenon. By comparing the distribution function with a normal distribution, we can find the correlation structure hiding in the phenomenon through Lindeberg’s central limit theorem and the generalized (stable distribution) central limit theorem. We introduce some examples of research which used the distribution function for the phenomena of financial markets, real estate markets, an online product market, and a retail market.
