Theory of eigenvalues for periodic non-stationary Markov processes: the Kolmogorov operator and its applications

DOI10.1088/0305-4470/39/7/002MaRDI QIDQ3379326zbMATH OpenOpenAlexFDO

Authors Manuel O. Cáceres, Alejandro M. Lobos

Publication date 6 April 2006

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/0f3e1e1f91bf0fea9579bffcc0a77a75f01ebda8

zbMATH Keywords

Floquet theorystochastic resonanceSturm-Liouville problemFredholm equationFokker-Planck operatorperiodically modulated Markov chaintime-periodic Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Recommendations

• scientific article; zbMATH DE number 2193369
• scientific article; zbMATH DE number 3216746
• scientific article; zbMATH DE number 3944997
• scientific article; zbMATH DE number 19535
• Non-Markov property of certain eigenvalue processes analogous to Dyson's model
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• scientific article; zbMATH DE number 1789871
• scientific article; zbMATH DE number 2015372
• scientific article; zbMATH DE number 440460

Cited in

(4)

• Perturbative expansion of irreversible work in Fokker-Planck equation à la quantum mechanics
• Eigenvalues for a one-step process in one dimension
• Markov processes driven by quasi-periodic deterministic forces
• Spectral theory for random Poincaré maps

This page was built for publication: Theory of eigenvalues for periodic non-stationary Markov processes: the Kolmogorov operator and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3379326)