Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365): Difference between revisions

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.