IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v128y2018i10p3300-3326.html
   My bibliography  Save this article

Some bivariate stochastic models arising from group representation theory

Author

Listed:
  • de la Iglesia, Manuel D.
  • Román, Pablo

Abstract

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching diffusion processes), while the second component (phase) will always be discrete and finite. The infinitesimal operators of these processes will be now matrix-valued (either a block tridiagonal matrix or a matrix-valued second-order differential operator). The matrix-valued spherical functions associated to the compact symmetric pair (SU(2)×SU(2),diagSU(2)) will be eigenfunctions of these infinitesimal operators, so we can perform spectral analysis and study directly some probabilistic aspects of these processes. Among the models we study there will be rational extensions of the one-server queue and Wright–Fisher models involving only mutation effects.

Suggested Citation

  • de la Iglesia, Manuel D. & Román, Pablo, 2018. "Some bivariate stochastic models arising from group representation theory," Stochastic Processes and their Applications, Elsevier, vol. 128(10), pages 3300-3326.
    • Handle: RePEc:eee:spapps:v:128:y:2018:i:10:p:3300-3326
    DOI: 10.1016/j.spa.2017.10.017
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414917302788
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2017.10.017?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:128:y:2018:i:10:p:3300-3326. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.