Stability of higher order eigenvalues in dimension one

نویسندگان

چکیده

We study stability of the eigenvalues generator a one dimensional reversible diffusion process satisfying some natural conditions. The proof is based on Stein’s method. In particular, these results are applied to Normal distribution (via Ornstein–Uhlenbeck process), Gamma distributions Laguerre process) and Beta Jacobi process).

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ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2023

ISSN: ['1879-209X', '0304-4149']

DOI: https://doi.org/10.1016/j.spa.2022.10.013