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.
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页码：445 / 481
页数：37
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