Some general results on equilibrium prices in large random exchange economies

In this paper we are concerned with a model of a Walrasian exchange economy in which the preferences and endowments of the agents are random. Stochastic interaction among the agents is formally described in terms of dependency neighborhoods. The main result concerns a characterization of the distribution of market-clearing equilibrium prices in a large economy. The paper establishes conditions for asymptotic normality of appropriately normalized equilibrium prices.