Stability of higher order eigenvalues in dimension one

Jordan Serres

Stochastic Processes and their Applications, 2023, vol. 155, issue C, 459-484

Abstract: We study stability of the eigenvalues of the generator of a one dimensional reversible diffusion process satisfying some natural conditions. The proof is based on Stein’s method. In particular, these results are applied to the Normal distribution (via the Ornstein–Uhlenbeck process), to Gamma distributions (via the Laguerre process) and to Beta distributions (via the Jacobi process).

Keywords: Markov diffusion; Poincaré inequalities; Stein’s method; Spectral analysis (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:155:y:2023:i:c:p:459-484

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DOI: 10.1016/j.spa.2022.10.013

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