IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-319-30379-6_70.html
   My bibliography  Save this book chapter

Convergence Analysis of the Spectral Expansion of Stable Related Semigroups

In: Mathematical and Computational Approaches in Advancing Modern Science and Engineering

Author

Listed:
  • Yixuan Zhao

    (Cornell University, Cornell University ORIE Department)

  • Pierre Patie

    (Cornell University, Cornell University ORIE Department)

Abstract

The purpose of this note is to carry out a convergence analysis of the spectral representation, derived recently in Patie and Savov (Spectral expansions of non-self-adjoint generalized Laguerre semigroups, submitted, 2015), of some non-self-adjoint Markovian semigroups related to spectrally negative α-stable Lévy processes conditioned to stay positive. More specifically, we start by performing an error analysis for the spectral type series expansions. Moreover, these semigroups are closely related to a class of invariant semigroups, whose speed of convergence to equilibrium has been studied in Patie and Savov (Spectral expansions of non-self-adjoint generalized Laguerre semigroups, submitted, 2015). Our second aim is to carry out a numerical analysis on the convergence rate which is illustrated with two examples.

Suggested Citation

  • Yixuan Zhao & Pierre Patie, 2016. "Convergence Analysis of the Spectral Expansion of Stable Related Semigroups," Springer Books, in: Jacques Bélair & Ian A. Frigaard & Herb Kunze & Roman Makarov & Roderick Melnik & Raymond J. Spiteri (ed.), Mathematical and Computational Approaches in Advancing Modern Science and Engineering, pages 787-797, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-30379-6_70
    DOI: 10.1007/978-3-319-30379-6_70
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    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:spr:sprchp:978-3-319-30379-6_70. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.