Invariant-Distributional Regularities and the Markov Property in Urban Models: An Extension of Schinnar's Result
M Batty
Additional contact information
M Batty: Department of Geography, University of Reading, Whiteknights, Reading RG6 2AB, Berkshire, England
Environment and Planning A, 1979, vol. 11, issue 5, 487-497
Abstract:
This paper presents a formal derivation of the condition identified by Schinnar (1978) in which the prediction of nonbasic employment in models of the Garin–Lowry type can be independent of the spatial distribution of basic employment. The distributional invariance which determines this result is also a feature of the series-expansion form of model, which is characterised by the Markov property. It is shown that, in the limit, the invariant distribution is equivalent to the steady state of a finite Markov chain, and convergence to this limit is then traced by use of the spectral decomposition of the distribution. This leads to a new interpretation of the model based on spatially dependent and independent components, and statistics are suggested which measure the degree of invariance in any application. Finally these ideas are given substance by recomputing Schinnar's (1978) example in terms of its spectral decomposition, and this leads to several suggestions for future research which are drawn together in the conclusion.
Date: 1979
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
https://journals.sagepub.com/doi/10.1068/a110487 (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:sae:envira:v:11:y:1979:i:5:p:487-497
DOI: 10.1068/a110487
Access Statistics for this article
More articles in Environment and Planning A
Bibliographic data for series maintained by SAGE Publications ().