The eigentime identity for continuous-time ergodic Markov chains
2004 ◽
Vol 41
(4)
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pp. 1071-1080
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Keyword(s):
The eigentime identity is proved for continuous-time reversible Markov chains with Markov generator L. When the essential spectrum is empty, let {0 = λ0 < λ1 ≤ λ2 ≤ ···} be the whole spectrum of L in L2. Then ∑n≥1 λn-1 < ∞ implies the existence of the spectral gap α of L in L∞. Explicit formulae are presented in the case of birth–death processes and from these formulae it is proved that ∑n≥1 λn-1 < ∞ if and only if α > 0.
2004 ◽
Vol 41
(04)
◽
pp. 1071-1080
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Keyword(s):
1998 ◽
Vol 35
(3)
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pp. 545-556
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Keyword(s):
2004 ◽
Vol 41
(4)
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pp. 1219-1222
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2005 ◽
Vol 42
(1)
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pp. 52-60
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Keyword(s):
2000 ◽
Vol 16
(4)
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pp. 235-248
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2005 ◽
Vol 42
(01)
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pp. 52-60
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Keyword(s):
1975 ◽
Vol 12
(S1)
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pp. 325-345
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Keyword(s):
Keyword(s):
Keyword(s):
2011 ◽
Vol 154
(1-2)
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pp. 327-339
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