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Item Details
Title:
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MARKOV CHAIN AGGREGATION FOR AGENT-BASED MODELS
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Volume: |
2016 |
By: |
Sven Banisch |
Format: |
Hardback |
List price:
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£62.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
3319248758 |
ISBN 13: |
9783319248752 |
Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
Pub. date: |
22 December, 2015 |
Edition: |
1st New edition |
Series: |
Understanding Complex Systems |
Pages: |
195 |
Synopsis: |
This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting "micro-chain" including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process.The type of probability distribution used to implement the stochastic part of the model, which defines the updating rule and governs the dynamics at a Markovian level, plays a crucial part in the analysis of "voter-like" models used in population genetics, evolutionary game theory and social dynamics. The book demonstrates that the problem of aggregation in ABMs - and the lumpability conditions in particular - can be embedded into a more general framework that employs information theory in order to identify different levels and relevant scales in complex dynamical systems |
Illustrations: |
65 black & white illustrations, 18 colour illustrations, biography |
Publication: |
Switzerland |
Imprint: |
Springer International Publishing AG |
Returns: |
Non-returnable |
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