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Stability of higher order eigenvalues in dimension one.
- Source :
-
Stochastic Processes & Their Applications . Jan2023, Vol. 155, p459-484. 26p. - Publication Year :
- 2023
-
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 the Jacobi process). [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03044149
- Volume :
- 155
- Database :
- Academic Search Index
- Journal :
- Stochastic Processes & Their Applications
- Publication Type :
- Academic Journal
- Accession number :
- 160582845
- Full Text :
- https://doi.org/10.1016/j.spa.2022.10.013