Spectral computations for birth and death chains

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DC Field	Value	Language
dc.contributor.author	Chen, Guan-Yu	en_US
dc.contributor.author	Saloff-Coste, Laurent	en_US
dc.date.accessioned	2014-12-08T15:34:38Z	-
dc.date.available	2014-12-08T15:34:38Z	-
dc.date.issued	2014-01-01	en_US
dc.identifier.issn	0304-4149	en_US
dc.identifier.uri	http://dx.doi.org/10.1016/j.spa.2013.10.002	en_US
dc.identifier.uri	http://hdl.handle.net/11536/23645	-
dc.description.abstract	We consider the spectrum of birth and death chains on an n-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of n. This allows one to determine the whole spectrum in order n(2) elementary operations. Using the same idea, we also provide a lower bound on the spectral gap, which is of the correct order on some classes of examples. (C) 2013 Elsevier B.V. All rights reserved.	en_US
dc.language.iso	en_US	en_US
dc.subject	Birth and death chains	en_US
dc.subject	Spectrum	en_US
dc.title	Spectral computations for birth and death chains	en_US
dc.type	Article	en_US
dc.identifier.doi	10.1016/j.spa.2013.10.002	en_US
dc.identifier.journal	STOCHASTIC PROCESSES AND THEIR APPLICATIONS	en_US
dc.citation.volume	124	en_US
dc.citation.issue	1	en_US
dc.citation.spage	848	en_US
dc.citation.epage	882	en_US
dc.contributor.department	應用數學系	zh_TW
dc.contributor.department	Department of Applied Mathematics	en_US
dc.identifier.wosnumber	WOS:000329594400033	-
dc.citation.woscount	0	-
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