On reducibility and spectral properties of circulant Markov processes

被引:3
|
作者
Bolanos-Servin, Jorge R. [1 ]
Carbone, Raffaella [2 ]
Quezada, Roberto [1 ]
机构
[1] Univ Autonoma Metropolitana, Iztapalapa Campus,Av San Rafael Atlixco 186, Iztapalapa 09340, DF, Mexico
[2] Univ Pavia, Dipartimento Matemat, Via Ferrata 1, I-27100 Pavia, Italy
关键词
Circulant infinitesimal generator; Congruence classes; Invariant laws; Spectral gap;
D O I
10.1016/j.spl.2016.11.025
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Motivated by applications in a wide variety of fields, we study the communication (or congruence) classes of a continuous time Markov walk on a circulant graph. This study is connected to some periodicity properties of the spectrum of the infinitesimal generator and has immediate consequences on the asymptotic behavior of the process. Some sharp bounds for the spectral gap are deduced. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:27 / 33
页数:7
相关论文
共 50 条
  • [31] MARKOV PROPERTIES OF MULTIPARAMETER PROCESSES AND CAPACITIES
    HIRSCH, F
    SONG, S
    PROBABILITY THEORY AND RELATED FIELDS, 1995, 103 (01) : 45 - 71
  • [32] Statistical and spectral properties of irreducible Markov chains
    Anastassopoulos, V
    DSP 2002: 14TH INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING PROCEEDINGS, VOLS 1 AND 2, 2002, : 1065 - 1068
  • [33] Spectral properties of chaotic processes
    Bercu, Bernard
    Prieur, Clementine
    STOCHASTICS AND DYNAMICS, 2006, 6 (03) : 355 - 371
  • [34] G-Circulant Quantum Markov Semigroups
    Bolanos-Servin, Jorge R.
    Quezada, Roberto
    Vazquez-Becerra, Josue
    OPEN SYSTEMS & INFORMATION DYNAMICS, 2023, 30 (01):
  • [35] CIRCULANT MARKOV CHAINS AS DIGITAL SIGNAL SOURCES
    MULLIS, CT
    STEIGLITZ, K
    IEEE TRANSACTIONS ON AUDIO AND ELECTROACOUSTICS, 1972, AU20 (04): : 246 - +
  • [36] Minimizing spectral risk measures applied to Markov decision processes
    Nicole Bäuerle
    Alexander Glauner
    Mathematical Methods of Operations Research, 2021, 94 : 35 - 69
  • [37] Inversion and spectral analysis of matrices arising in the analysis of Markov processes
    Katehakis, Michael N.
    Smit, Laurens C.
    Spieksma, Floske M.
    ANNALS OF OPERATIONS RESEARCH, 2019,
  • [38] On Reducibility of Linear Markov Switched Difference Equations
    Carkovs, Jevgenijs
    Goldsteine, Jolanta
    PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), 2015, 1648
  • [39] Spectral theory and limit theorems for geometrically ergodic Markov processes
    Kontoyiannis, I
    Meyn, SP
    ANNALS OF APPLIED PROBABILITY, 2003, 13 (01): : 304 - 362
  • [40] On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density
    Chen, Yong
    Qian, Min-Ping
    Xie, Jian-Sheng
    JOURNAL OF MATHEMATICAL PHYSICS, 2006, 47 (10)