The Past as a Stochastic Process
David H. Wolpert,
Michael H. Price,
Stefani A. Crabtree,
Timothy A. Kohler,
Jurgen Jost,
James Evans,
Peter F. Stadler,
Hajime Shimao and
Manfred D. Laubichler
Papers from arXiv.org
Abstract:
Historical processes manifest remarkable diversity. Nevertheless, scholars have long attempted to identify patterns and categorize historical actors and influences with some success. A stochastic process framework provides a structured approach for the analysis of large historical datasets that allows for detection of sometimes surprising patterns, identification of relevant causal actors both endogenous and exogenous to the process, and comparison between different historical cases. The combination of data, analytical tools and the organizing theoretical framework of stochastic processes complements traditional narrative approaches in history and archaeology.
Date: 2021-12
New Economics Papers: this item is included in nep-evo, nep-gro and nep-his
References: Add references at CitEc
Citations:
Downloads: (external link)
http://arxiv.org/pdf/2112.05876 Latest version (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2112.05876
Access Statistics for this paper
More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().