Is Segregation Robust?

Martin Bøg

MPRA Paper from University Library of Munich, Germany

Abstract: This paper studies the question of how well we understand segregation. The point of departure is Schelling’s spatial proximity model in one dimension. By introducing noise I show that segregation emerges as the long run prediction of neighborhood evolution, both when residents have Schelling-type threshold preferences and strict preferences for diversity. Analytical result are complemented with numerical simulations which show that within a reasonable time frame full segregation does not occur. When residents have a preference for diversity, I show that a natural perturbation away from the diversity monomorphism dramatically alters the long run prediction: integration is the unique long run prediction, even in the absence of noise.

Keywords: segregation; Markov Process; Stochastic Stability; simulations (search for similar items in EconPapers)
JEL-codes: C72 C73 D62 (search for similar items in EconPapers)
Date: 2007-01-25
New Economics Papers: this item is included in nep-geo, nep-gth, nep-ore and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:8774

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