### Table 6. Transition matrix and stationary probabilities for the algorithms of Table 4

"... In PAGE 20: ...Table 6. Transition matrix and stationary probabilities for the algorithms of Table 4 can then write down the transition matrix for these symbols, which is given in the rst three columns of Table6 . The transition probabilities in Table 6 determine the symbolic dynamics of the chain.... In PAGE 21: ...Table6 , and the following simple expression for the ergodic log-rate: = ? log r = 2m?1 1 + 2m?1 log 2: This formula shows how large m should be in order to achieve a given ap- proximation of the optimal log-rate log 2. An important feature of the above consideration is that all the ergodic arguments remain true when the objec- tive function f(:) is locally symmetric around x , in particular if f(:) satis es condition (11).... ..."

### Table 1. Parameter Values for the Calibrated Deterministic Stationary State

2003

"... In PAGE 31: ... Mendoza (2002) calibrates the liquidity requirements model to Mexican data and produces numerical simulations to examine the effects of the borrowing constraint on macroeconomic dynamics and welfare. The calibration parameters are reproduced in Table1 . Figure 4 plots the ergodic distributions of foreign bond holdings with and without the liquidity requirement.... ..."

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### Table 2: Comparing ergodic and non ergodic topologies for posterior estimation

2005

"... In PAGE 8: ... The same decoder was applied to the estimated posteriors in both cases. Table2 shows the results of the experiment. The system which uses phone gammas estimated through the non ergodic topology performs signi cantly better.... ..."

Cited by 2

### Table 7: Ergodic Moments of the Model Economy

"... In PAGE 22: ... Given that agents live only for two periods, the model apos;s cyclical behavior does not relate very closely standard notions of cyclical behavior in the data. Table7 shows the rst and second ergodic moments of the most relevant variables. Note that these are economy wide variables, and they are statistics computed from aggregate data, that include the behavior of all agents.... In PAGE 33: ... Note that the previously established continuity a.e. of the set of prices as a function of implies that it is enough that this condition holds for 0( apos;t), and 1( apos;t). 6 Table7 reports the average values for some of these key variables.... ..."

### Table 7. The stationary probability.

2000

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### Table 2. Stationary FAM

2000

### Table 4: ergodic distribution normalized for each GDP class

2005

"... In PAGE 46: ...39 0.27 Table4 0: ergodic distribution normalized for each GDP class, PWT, 91 countries 1961-73, per worker GDP I II III IV 1961 0.18 0.... In PAGE 46: ...29 0.42 Table4 1: distribution dynamics, PWT, 91 countries, 1974-1997, per worker GDP SECOND PERIOD: 1974-1997 I- I+ I++ II- II+ II++ III- III+ III++ IV- IV+ IV++ ergodic 0.13 0.... In PAGE 46: ...07 0.11 Table4 2: ergodic distribution 1974-1997, PWT, 91 countries, relative per worker... In PAGE 47: ...28 0.44 Table4 3: ergodic distribution normalized for each GDP class, PWT, 91 countries 1974-97, relative per worker GDP I II III IV 1973 0.22 0.... ..."

### Table 2: Bounds on ergodic averages for the re ecting random walk

1999

"... In PAGE 13: ...12 Example 1: Re ecting Random Walk (ctd) We rst examine further the re ecting random walk given in Section 3, under the assumption that (V ) = 2. Table2 shows four sets of parameter values, and in the rst three cases the bounds are ordered with (39) better than (38) better than (32). In the last case (32) is better than (38), but again (39) represents a very substantial improvement.... ..."

Cited by 49