Mobility Indices in Continuous Time Markov Chains

DOI10.2307/1914306MaRDI QIDQ3744009zbMATH OpenOpenAlexFDO

Authors Robert C. Marshall, Gary A. Zarkin, John Geweke

Publication date 1986

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914306

zbMATH Keywords

axiomatic inconsistencyconvergence criteriaembeddabilityfractile Markov chainsmobility indicesnumerical examplereflectant matrixtemporal aggregation criteriatransition matrices with real non-negative eigenvalues

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27) Mathematical sociology (including anthropology) (91D99)

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Cited in

(9)

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• Structural change in U.S. manufacturing: stationarity and intra-distributional changes
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• An open set of 4×4 embeddable matrices whose principal logarithm is not a Markov generator
• The Markov chain embedding problem in a one-jump setting
• Quantifying the sustainability of cultural heritage in Italy
• Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model

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