Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
From MaRDI portal
Publication:471527
DOI10.1007/s10959-012-0457-9zbMath1320.60129arXiv1201.6441OpenAlexW2014751223MaRDI QIDQ471527
James Allen Fill, Vince Lyzinski
Publication date: 17 November 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.6441
Markov semigroups and applications to diffusion processes (47D07) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Continuous-time Markov processes on discrete state spaces (60J27)
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