Archivio Istituzionale della RicercaWe study the dynamics of the 'batch' minority game with market-impact correction using generating functional techniques to carry out the quenched disorder average. We find that the assumption of weak long-term memory, which one usually makes in order to calculate ergodic stationary states, breaks down when the persistent autocorrelation becomes larger than cc ≃ 0.772. We show that this condition, remarkably, coincides with the AT line found in an earlier static calculation. This result suggests a new scenario for ergodicity breaking in disordered systems.
Broken ergodicity and memory in the minority game / Heimel, J. A. F.; De Martino, A.. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND GENERAL. - ISSN 0305-4470. - 34:40(2001), pp. L539-L545. [10.1088/0305-4470/34/40/103]
Broken ergodicity and memory in the minority game
De Martino A.
2001
Abstract
We study the dynamics of the 'batch' minority game with market-impact correction using generating functional techniques to carry out the quenched disorder average. We find that the assumption of weak long-term memory, which one usually makes in order to calculate ergodic stationary states, breaks down when the persistent autocorrelation becomes larger than cc ≃ 0.772. We show that this condition, remarkably, coincides with the AT line found in an earlier static calculation. This result suggests a new scenario for ergodicity breaking in disordered systems.
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https://hdl.handle.net/11583/2976752