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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call