The purpose of this study is to investigate the impact of exchange rate misalignment on inflation persistence. For this purpose, Vector Auto Regression method and Markov Switching model is used for quarterly data during 1989:4 -2014:3. The results show that, the impact of liquidity growth and exchange rate misalignment on inflation persistence is positive. On the other hand, GDP growth has a ne...

This paper is mainly concerned with the dynamics of the stochastic Gilpin-Ayala model under regime switching with impulsive perturbations. The goal is to analyze the effects of Markov chain and impulse on the dynamics. Some asymptotic properties are considered and sufficient criteria for stochastic permanence, extinction, non-persistence in the mean and weak persistence are obtained. The critic...

In this article, we investigate degenerate stochastic SIR epidemic model with saturated incidence. For the constant coefficients case, we achieve a threshold which determines the extinction and persistence of the epidemic by utilizing Markov semigroup theory. Furthermore, we conclude that environmental white noise plays a positive effect in the control of infectious disease in some sense compar...

In this talk, I will extend Doeblin’s ergodicity coefficient (originally defined for finite dimensional stochastic matrices) to kernels of time-homogenous Markov chains over Polish spaces, and show how a strictly positive Doeblin’s coefficient leads to lowto moderatecomplexity approximations of the occupancy distributions of subsets of the state space. Such approximations may be particularly us...

We state and prove new properties about Doeblin’s ergodicity coefficient for finite Markov chains. We show that this coefficient satisfies a sub-multiplicative type inequality (analogous to the Markov-Dobrushin’s ergodicity coefficient), and provide a novel but elementary proof of Doeblin’s characterization of weak-ergodicity for non-homogeneous chains. Using Doeblin’s coefficient, we illustrat...