On the Ermanno-Bernoulli and quasi-Ermanno-Bernoulli constants for linearizing dynamical systems
WSEAS Transactions on Mathematics
The asymptotical behavior of probability measures for the fluctuations of stochastic models
WSEAS Transactions on Mathematics
The on-line cross entropy method for unsupervised data exploration
WSEAS Transactions on Mathematics
Semi-Markov backward credit risk migration models compared with Markov models
ASMCSS'09 Proceedings of the 3rd International Conference on Applied Mathematics, Simulation, Modelling, Circuits, Systems and Signals
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In this paper time evolving indices are defined and studied through the introduction of a population structure chancing during the time. These indices are useful to describe the concentration (or inequality) of the wealth in a stochastic model of the wealth evolution. Here some static indices usually used in literature are generalized. In particular the paper shows how it is possible to generalize the Herfindahl-Hirschman and Gini indices and the Theil's entropy. These indices become stochastic processes of which the moments and the asymptotic behavior is provided. A computation of such indices and their asymptotic behavior in different economical scenarios concludes the paper.