On A Family of Isospectral Pure-Birth Processes
Laurent Miclo
(1, 2, 3, 4)
,
Chi Zhang
(5)
Laurent Miclo
- Fonction : Auteur
- PersonId : 3831
- IdHAL : laurent-miclo
- ORCID : 0000-0001-5502-2862
- IdRef : 057258279
Résumé
It is shown that every spectrum of a finite irreducible Markov generator whose eigen-values are real and of geometric multiplicity 1 can be obtained as the spectrum of an irreducible pure-birth Markov process with jumps from the right-most boundary to all the other points. A whole isospectral family of such processes is exhibited and their mixing rates are compared.
Domaines
Economies et financesFormat du dépôt | Notice |
---|---|
Type de dépôt | Article dans une revue |
Titre |
en
On A Family of Isospectral Pure-Birth Processes
|
Résumé |
en
It is shown that every spectrum of a finite irreducible Markov generator whose eigen-values are real and of geometric multiplicity 1 can be obtained as the spectrum of an irreducible pure-birth Markov process with jumps from the right-most boundary to all the other points. A whole isospectral family of such processes is exhibited and their mixing rates are compared.
|
Auteur(s) |
Laurent Miclo
1, 2, 3, 4
, Chi Zhang
5
1
TSE-R -
Toulouse School of Economics
( 1002422 )
- Manufacture de Tabacs, 21 allées de Brienne 31000 Toulouse
- France
2
IMT -
Institut de Mathématiques de Toulouse UMR5219
( 1954 )
- UPS IMT, F-31062 Toulouse Cedex 9,
INSA Toulouse, F-31077 Toulouse,
France UT1, F-31042 Toulouse,
France UT2, F-31058 Toulouse,
Téléphone : 05.61.55.67.90
- France
3
CNRS -
Centre National de la Recherche Scientifique
( 441569 )
- France
4
UT Capitole -
Université Toulouse Capitole
( 81148 )
- 2 rue du Doyen-Gabriel-Marty - 31042 Toulouse Cedex 9
- France
5
OUC -
Ocean University of China
( 308546 )
- Qingdao City, Shandong Province
- Chine
|
Volume |
18
|
Numéro |
2
|
Public visé |
Scientifique
|
Langue du document |
Anglais
|
Nom de la revue |
|
Vulgarisation |
Non
|
Comité de lecture |
Oui
|
Audience |
Nationale
|
Date de publication |
2021
|
Page/Identifiant |
1759-1771
|
Projet(s) ANR |
|
Domaine(s) |
|
Mots-clés |
en
Pure-birth processes, Spectra of Markov processes, Mixing rates, Intertwining relations
|
DOI | 10.30757/ALEA.v18-65 |
UT key WOS | 000753948800002 |
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