On A Family of Isospectral Pure-Birth Processes

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Auteurs
Date

2021

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Périmètre
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HAL-SHS : économie et finance

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Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.30757/ALEA.v18-65

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Centre pour la communication scientifique directe

Mots-clés En

Pure-birth processes Spectra of Markov processes Mixing rates Intertwining relations

Sujets proches En

Blending Family Family structure Families--Social aspects Families--Social conditions Family life Structure, Family Family relationships Relationships, Family Biography--Ancestry Relations with family Biography--Descendants Biography--Family Ancestry

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Laurent Miclo et al., « On A Family of Isospectral Pure-Birth Processes », HAL-SHS : économie et finance, ID : 10.30757/ALEA.v18-65

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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.

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