Stability of higher order eigenvalues in dimension one

DOI10.1016/J.SPA.2022.10.013MaRDI QIDQ6400640arXivFDO

Authors Jordan Serres

Publication date 31 May 2022

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Eigenvalue problems for linear operators (47A75)

Abstract: We study stability of the eigenvalues of the generator of a one dimensional reversible diffusion process satisfying some natural conditions. The proof is based on Stein's method. In particular, these results are applied to the Normal distribution (via the Ornstein-Uhlenbeck process), to Gamma distributions (via the Laguerre process) and to Beta distributions (via Jacobi process).

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