Spectral computations for birth and death chains |
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Authors: | Guan-Yu Chen Laurent Saloff-Coste |
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Institution: | 1. Department of Applied Mathematics, National Chiao Tung University, Hsinchu 300, Taiwan;2. Malott Hall, Department of Mathematics, Cornell University, Ithaca, NY 14853-4201, United States |
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Abstract: | We consider the spectrum of birth and death chains on an n-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of n. This allows one to determine the whole spectrum in order n2 elementary operations. Using the same idea, we also provide a lower bound on the spectral gap, which is of the correct order on some classes of examples. |
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Keywords: | 60J10 60J27 |
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