Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365)
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scientific article; zbMATH DE number 6052848
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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; zbMATH DE number 6052848 |
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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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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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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.NEWLINENEWLINEThe backward and forward equations, spectral representation of the probability density, recurrence of the process and the corresponding invariant distribution are investigated in details.NEWLINENEWLINEAll these results are applied to an example from group representation theory.
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0.8265209197998047
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0.7364397644996643
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0.7293722033500671
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0.7271903157234192
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