Coin flipping | Mathematical economics

Ergodicity economics

Ergodicity economics is an approach to economic theory which emphasizes the ergodicity question, namely whether expectation values of stochastic processes are equal to their time averages. This yields alternative solutions to classic problems in economics. In decision theory, problems traditionally addressed using expected-utility theory have alternative solutions within ergodicity economics. Ergodicity economics also provides insights into the dynamics of economic inequality and suggests a possible solution for the equity premium puzzle. (Wikipedia).

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Ergodicity in Chaotic Self-Gravitating Systems

https://www.sns.ias.edu/stellar-dynamics-workshop/schedule More videos on http://video.ias.edu

From playlist Natural Sciences

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Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 2)

In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex

From playlist École d’été 2013 - Théorie des nombres et dynamique

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Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 3)

In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex

From playlist École d’été 2013 - Théorie des nombres et dynamique

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Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 1

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Dynamical Systems and Ordinary Differential Equations

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Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 4

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Dynamical Systems and Ordinary Differential Equations

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Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 2

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Dynamical Systems and Ordinary Differential Equations

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Quantum Ergodicity for the Uninitiated - Zeev Rudnick

Zeev Rudnick Tel Aviv University; Member, School of Mathematics October 26, 2015 https://www.math.ias.edu/seminars/abstract?event=47561 A key result in spectral theory linking classical and quantum mechanics is the Quantum Ergodicity theorem, which states that in a system in which the cl

From playlist Members Seminar

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Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 3

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Dynamical Systems and Ordinary Differential Equations

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Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 1)

In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex

From playlist École d’été 2013 - Théorie des nombres et dynamique

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Robustness of G-Expectation under Knightian Uncertainty - Prof. Shige Peng

A workshop to commemorate the centenary of publication of Frank Knight’s "Risk, Uncertainty, and Profit" and John Maynard Keynes’ “A Treatise on Probability” This workshop is organised by the University of Oxford and supported by The Alan Turing Institute. For further details and regular

From playlist Uncertainty and Risk

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The Abel Prize announcement 2020 — Hillel Furstenberg & Gregory Margulis

0:50 The Abel Prize announced by Hans Petter Graver, President of The Norwegian Academy of Science and Letters 1:37 Citation by Hans Munthe-Kaas, Chair of the Abel committee 9:28 Popular presentation of the prize winners work by Alex Bellos, British writer, and science communicator 16:21 I

From playlist Gregory Margulis

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Interview at Cirm: Mark Pollicott

Interview realized during the 'Thematic Month on Dynamical Systems and Interactions' at Cirm, organized by Nicolas Bédaride (Aix-Marseille Université), Julien Cassaigne (Aix-Marseille Université), Pascal Hubert (Aix-Marseille Université). Captation: 23 February 2017 Mark Pollicott (bor

From playlist English interviews - Interviews en anglais

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Ergodicity breaking in quantum many-body systems by Sthitadhi Roy

COLLOQUIUM ERGODICITY BREAKING IN QUANTUM MANY-BODY SYSTEMS SPEAKER: Sthitadhi Roy (University of Oxford, UK) DATE: Mon, 31 May 2021, 15:30 to 17:00 VENUE: Online Colloquium ABSTRACT Ergodicity is a key ingredient in how thermodynamics emerges from microscopic descriptions of compl

From playlist ICTS Colloquia

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Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II - Elia Bruè

Topics in Analysis Topic: Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II Speaker: Elia Bruè Affiliation: Member, School of Mathematics Date: April 28, 2022  In this three-part lecture series, we will present a series of works by Bedrossian, Blumenthal and Punsho

From playlist Mathematics

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Markov processes and applications by Hugo Touchette

PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online

From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021

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A conversation between Nassim Nicholas Taleb and Stephen Wolfram at the Wolfram Summer School 2021

Stephen Wolfram plays the role of Salonnière in this new, on-going series of intellectual explorations with special guests. Watch all of the conversations here: https://wolfr.am/youtube-sw-conversations Follow us on our official social media channels. Twitter: https://twitter.com/Wolfra

From playlist Conversations with Special Guests

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Jean Bourgain's Work on Ergodic Schrodinger Operators and Relatic Topics - Svetlana Jitomirskaya

Honoring the Life and Work of Jean Bourgain Topic: Small Denominators, Large Deviations, and Semi-Algebraic Sets: Jean Bourgain's Work on Ergodic Schrodinger Operators and Relatic Topics Speaker: Svetlana Jitomirskaya Date: June 1, 2019 For more video please visit http://video.ias.edu

From playlist Mathematics

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Geometric Representation of Structured Extensions in Ergodic Theory - Henrik Kreidler

Special Year Research Seminar Topic: Geometric Representation of Structured Extensions in Ergodic Theory Speaker: Henrik Kreidler Affiliation: Bergische Universität Wuppertal Date: March 14, 2023 The Mackey-Zimmer representation theorem is a key structural result from ergodic theory: Eve

From playlist Mathematics

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Limit Theories and Higher Order Fourier Analysis - Balazs Szegedy

Balazs Szegedy University of Toronto; Member, School of Mathematics October 4, 2011 We present a unified approach to various topics in mathematics including: Ergodic theory, graph limit theory, hypergraph regularity, and Higher order Fourier analysis. The main theme is that very large comp

From playlist Mathematics

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Wolfram Physics Project: a Conversation on Current Work (Jan. 26, 2021)

This is a Wolfram Physics Project conversation on our continuing efforts to make progress on the fundamental theory of physics. Begins at 3:00 Originally livestreamed at: https://twitch.tv/stephen_wolfram Stay up-to-date on this project by visiting our website: http://wolfr.am/physics Ch

From playlist Wolfram Physics Project Livestream Archive

Related pages

Ergodic theory | Wiener process | Mathematical finance | Expected value | Geometric Brownian motion | Equity premium puzzle | Growth rate (group theory) | Decision theory | Ergodicity | Expected utility hypothesis | St. Petersburg paradox | Stochastic differential equation | Stochastic process | Probability | Utility