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dc.contributor.author
de la Iglesia, Manuel D.
dc.contributor.author
Román, Pablo Manuel
dc.date.available
2019-11-20T17:39:00Z
dc.date.issued
2018-10
dc.identifier.citation
de la Iglesia, Manuel D.; Román, Pablo Manuel; Some bivariate stochastic models arising from group representation theory; Elsevier Science; Stochastic Processes And Their Applications; 128; 10; 10-2018; 3300-3326
dc.identifier.issn
0304-4149
dc.identifier.uri
http://hdl.handle.net/11336/89293
dc.description.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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Science
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
MATRIX-VALUED ORTHOGONAL POLYNOMIALS
dc.subject
QUASI-BIRTH-AND-DEATH PROCESSES
dc.subject
SWITCHING DIFFUSIONS
dc.subject
WRIGHT-FISHER MODELS
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Some bivariate stochastic models arising from group representation theory
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2019-10-10T19:02:50Z
dc.journal.volume
128
dc.journal.number
10
dc.journal.pagination
3300-3326
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: de la Iglesia, Manuel D.. Universidad Nacional Autónoma de México; México
dc.description.fil
Fil: Román, Pablo Manuel. Universidad Nacional de Córdoba; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina
dc.journal.title
Stochastic Processes And Their Applications
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.spa.2017.10.017
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0304414917302788?via%3Dihub
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