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.

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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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