Journal article

Continuous time dynamics of the thermal minority game

Abstract:: We study the continuous time dynamics of the thermal minority game. We find that the dynamical equations of the model reduce to a set of stochastic differential equations for an interacting disordered system with nontrivial random diffusion. This is the simplest microscopic description which accounts for all the features of the system. Within this framework, we study the phase structure of the model and find that its macroscopic properties strongly depend on the initial conditions.

Publication status:: Published

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APA Style

Garrahan, J., Moro, E., & Sherrington, D. (2000). Continuous time dynamics of the thermal minority game. Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, 62(1 Pt A), R9–R12.

MLA Style

Garrahan, J., et al. “Continuous Time Dynamics of the Thermal Minority Game.” Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, vol. 62, no. 1 Pt A, 2000, pp. R9–R12.

Chicago Style

Garrahan, J, E Moro, and D Sherrington. 2000. “Continuous Time Dynamics of the Thermal Minority Game.” Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics 62 (1 Pt A): R9–R12.
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Publisher copy:: 10.1103/physreve.62.r9

Authors

+ Garrahan, J More by this author

Role:: Author

+ Moro, E More by this author

Role:: Author

+ Sherrington, D More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Physics
Sub department:: Theoretical Physics
Role:: Author

Journal:: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics More from this journal
Volume:: 62
Issue:: 1 Pt A
Pages:: R9-R12
Publication date:: 2000-07-01
DOI:: 10.1103/physreve.62.r9
EISSN:: 1095-3787
ISSN:: 1063-651X

Language:: English
Pubs id:: pubs:24838
UUID:: uuid:ff547fbc-a720-41f4-9e67-1eb3aa919461
Local pid:: pubs:24838
Source identifiers:: 24838
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2000

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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