Miclo, Laurent
and Zhang, Chi
(2021)
On A Family of Isospectral Pure-Birth Processes.
Alea - Latin American Journal of Probability and Mathematical Statistics, vol.18.
pp. 1759-1771.
Official URL : http://tse-fr.eu/pub/126709
Identification Number : 10.30757/ALEA.v18-65
Abstract
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.
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | 2021 |
| Refereed: | Yes |
| Place of Publication: | Rio de Janeiro |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 11 Mar 2022 09:46 |
| Last Modified: | 11 Mar 2022 09:47 |
| OAI Identifier: | oai:tse-fr.eu:126709 |
| URI: | https://publications.ut-capitole.fr/id/eprint/44836 |

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