The Ergodic Theorems of Demography: A Simple Proof

Arthur WB (1981). The Ergodic Theorems of Demography: A Simple Proof. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-81-052

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Abstract

Standard proofs of the ergodic theorems of demography rely on theorems borrowed from positive matrix theory, tauberian theory, and the theory of time-inhomogeneous Markov matrices. But while these proofs are efficient and expedient, they give little direct insight into the mechanism that causes ergodicity.

This paper proposes a simple and unified proof of the two ergodic theorems. It is shown that the birth dynamics can be decomposed into a smoothing process that progressively levels out past fluctuations in the birth sequence and a reshaping process that accounts for current period-to-period changes in vital rates. The smoothing process, which causes the birth sequence to lose information on its past shape, is shown to be the ergodic mechanism behind both theorems.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:50
Last Modified: 22 Jul 2016 13:15
URI: http://pure.iiasa.ac.at/1709

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