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Individual Randomness in Economic Models with a Continuum Agents

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Author Info

  • Alos-Ferrer, C.

Abstract

The lack of a law of large numbers for a continuum of random variables has casted doubt on several important economic models. This work presents a new framwork for the analysis of stochastic mass phenomena in economic, without departing from usual measure theory techniques.

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Bibliographic Info

Paper provided by Washington St. Louis - School of Business and Political Economy in its series Papers with number 9807.

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Length: 25 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:waslbp:9807

Contact details of provider:
Postal: WASHINGTON UNIVERSITY IN ST-LOUIS, SCHOOL OF BUSINESS AND CENTER IN POLITICAL ECONOMY, ST-LOUIS MISSOURI 63130 U.S.A.
Web page: http://www.olin.wustl.edu/
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Related research

Keywords: RANDOM VARIABLES ; ECONOMIC MODELS;

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Cited by:
  1. Gersbach, Hans & Wenzelburger, Jan, 2005. "Do Risk Premia Protect from Banking Crises?," CEPR Discussion Papers 4935, C.E.P.R. Discussion Papers.
  2. Mendolicchio, Concetta & Paolini, Dimitri & Pietra, Tito, 2012. "Investments in education and welfare in a two-sector, random matching economy," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 367-385.
  3. Hans Gersbach, 2002. "Democratic Mechanisms: Double Majority Rules and Flexible Agenda Costs," CESifo Working Paper Series 749, CESifo Group Munich.
  4. Karavaev, Andrei, 2008. "A Theory of Continuum Economies with Idiosyncratic Shocks and Random Matchings," MPRA Paper 7445, University Library of Munich, Germany.
  5. Carlos Alós-Ferrer, 2000. "Finite Population Dynamics and Mixed Equilibria," Vienna Economics Papers 0008, University of Vienna, Department of Economics.

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