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Stability of higher order eigenvalues in dimension one.

Authors :
Serres, Jordan
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