英文标题：
《Averaging plus Learning Models and Their Asymptotics》
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作者：
Ionel Popescu and Tushar Vaidya
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最新提交年份：
2021
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英文摘要：
  This paper develops original models to study interacting agents in financial markets and in social networks. The key features of these models is how the interaction is formulated and analyzed. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning ability to interpret news or private information. A central limit theorem is developed for the generalized DeGroot framework. Under certain type of conditions governing the learning, agents\' beliefs converge in distribution that can be even fractal. The underlying randomness in the systems is not restricted to be of a certain class of distributions. Fresh insights are gained not only from proposing a new setting for social learning models but also from using different techniques to study discrete time random linear dynamical
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中文摘要：
本文发展了原始模型来研究金融市场和社交网络中的交互主体。这些模型的关键特征是如何描述和分析相互作用。在这些模型中，随机性作为一种随时间衰减的震惊或新闻形式至关重要。代理人从他们的观察和学习中学习解释新闻或私人信息的能力。本文给出了广义DeGroot框架的中心极限定理。在控制学习的特定类型的条件下，代理的信念以分布形式收敛，甚至可以是分形的。系统中潜在的随机性并不局限于某一类分布。新的见解不仅来自于为社会学习模型提出新的设置，而且来自于使用不同的技术来研究离散时间随机线性动力学
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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