Variance Recurrence

def proved Dynamics & Crises

Documentation

Lean 4 Proof

def varianceRecurrence (S_n M sig_new : ℝ) : ℝ :=
  S_n * (1 - 1 / M) + sig_new

Dependency Graph

Used by

steady_state_unique steady_state_variance

Location

thesis/CESProofs/Dynamics/VarianceCollapse.lean:72

Module Section

Results 86-92: Endogenous Variance Dynamics

In the same file

variance_decay_nonneg decay_factor_in_unit variance_decay_monotone steady_state_variance steady_state_unique steadyStateSusceptibility susceptibility_proportional_to_M varianceGap variance_gap_shrinks pure_collapse_steady_state pure_collapse_susceptibility minimum_information_sources double_jeopardy