Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365): Difference between revisions
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The author considers bivariate Markov processes with diffusion and discrete components from its matrix-valued infinitesimal operator properties, and studies its differential and spectral properties. The backward and forward equations, spectral representation of the probability density, recurrence of the process and the corresponding invariant distribution are investigated in details. All these results are applied to an example from group representation theory. | |||
Property / review text: The author considers bivariate Markov processes with diffusion and discrete components from its matrix-valued infinitesimal operator properties, and studies its differential and spectral properties. The backward and forward equations, spectral representation of the probability density, recurrence of the process and the corresponding invariant distribution are investigated in details. All these results are applied to an example from group representation theory. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Anatoliy Swishchuk / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6052848 / rank | |||
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Property / zbMATH Keywords | |||
bivariate Markov process | |||
Property / zbMATH Keywords: bivariate Markov process / rank | |||
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Property / zbMATH Keywords | |||
switching diffusions | |||
Property / zbMATH Keywords: switching diffusions / rank | |||
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Property / zbMATH Keywords | |||
matrix-valued orthogonal functions | |||
Property / zbMATH Keywords: matrix-valued orthogonal functions / rank | |||
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Property / zbMATH Keywords | |||
Wright-Fisher models | |||
Property / zbMATH Keywords: Wright-Fisher models / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2078061508 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1107.3733 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 11:02, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model |
scientific article |
Statements
Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (English)
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4 July 2012
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The author considers bivariate Markov processes with diffusion and discrete components from its matrix-valued infinitesimal operator properties, and studies its differential and spectral properties. The backward and forward equations, spectral representation of the probability density, recurrence of the process and the corresponding invariant distribution are investigated in details. All these results are applied to an example from group representation theory.
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bivariate Markov process
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switching diffusions
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matrix-valued orthogonal functions
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Wright-Fisher models
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