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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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 |
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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 |