Spectral computations for birth and death chains

Guan-Yu Chen*, Laurent Saloff-Coste

*Corresponding author for this work

Research output: Contribution to journalArticle

1 Scopus citations

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 n2 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.

Original languageEnglish
Pages (from-to)848-882
Number of pages35
JournalStochastic Processes and their Applications
Volume124
Issue number1
DOIs
StatePublished - 1 Jan 2014

Keywords

  • Birth and death chains
  • Spectrum

Fingerprint Dive into the research topics of 'Spectral computations for birth and death chains'. Together they form a unique fingerprint.

  • Cite this