摘要
研究EZ模型中的有限尺寸效应 .当经纪人数目N足够大及发生交易的概率a 1 N ,发现有限尺寸效应是重要的 .此时 ,系统几乎变成包含所有经纪人的单一集团 .而对较小集团 ,尺寸分布仍然服从幂函数律 ,但是指数因涨落效应而改变 .但当a 1 N时 ,可以论证涨落效应不重要 。
The finite size effect in the Eguiluz-Zimmermann (EZ) model is studied. It is found that the finite size effect is very important if the number of the agents N is large enough and the probability of trading among the agents is small enough: a much less than 1/N. In this case, the model becomes almost a big single cluster system that includes almost all the agents. For the small clusters, the size distribution can still satisfy a power law. However, the exponent will change due to the fluctuation effect. For a much greater than 1/N, it can be proved that the fluctuation effect is not important, hence the mean field theory is correct.
出处
《物理学报》
SCIE
EI
CAS
CSCD
北大核心
2003年第10期2399-2403,共5页
Acta Physica Sinica
基金
国家重点基础研究发展规划项目 ( 973计划专项经费 )"非线性科学中的前沿问题研究"
国家自然科学基金 (批准号 :19932 0 2 0
19974 0 3959876 0 39和 70 2 710 70 )
中国加拿大大学与工业联合基金 (批准号 :CCUIPP NSFC 70 14 2 0 0 5)资助的课题~~
