Spectral analysis of finite Markov chains with spherical symmetries

被引：5

作者：

Scarabotti, Fabio

Tolli, Filippo

机构：

[1] Univ Roma La Sapienza, Dipartimento Me Mo Mat, I-00161 Rome, Italy

[2] Univ Roma Tre, Dipartimento Matemat, I-00146 Rome, Italy

来源：

ADVANCES IN APPLIED MATHEMATICS | 2007年 / 38卷 / 04期

关键词：

intertwining function; spectral analysis; Markov chain; radon transforms; q-ary tree; Ehrenfest diffusion model; Bernoulli-Laplace diffusion model;

D O I：

10.1016/j.aam.2006.01.007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We generalize the classical Fourier analysis of Gelfand pairs to the setting of groups acting not transitively on a set X. We use this analysis to determine the spectrum of several random walks on graphs. Moreover, as byproduct, we show that, for a new urn diffusion model, the cut-off phenomenon holds. (c) 2006 Elsevier Inc. All rights reserved.

引用

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页码：445 / 481

页数：37

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