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Article dans une revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2021

On A Family of Isospectral Pure-Birth Processes

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.
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Dates et versions

hal-03605586, version 1 (11-03-2022)

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Laurent Miclo, Chi Zhang. On A Family of Isospectral Pure-Birth Processes. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2021, 18 (2), pp.1759-1771. ⟨10.30757/ALEA.v18-65⟩. ⟨hal-03605586⟩
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