Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications

Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications

We investigate pairwise stochastic comparisons of stationary solutions to the linear recurrence <inline-formula><math display="inline"><semantics><mrow><msub><mi>X</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn>&l...

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Bibliographic Details
Main Authors: Christian Di Pietro, Mariafortuna Pietroluongo, Marco M. Sorge
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Economies
Subjects:
stochastic orders
linear recurrences
wealth distribution
Kesten equations
Online Access:https://www.mdpi.com/2227-7099/11/4/125

Internet

https://www.mdpi.com/2227-7099/11/4/125

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