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On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes

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Publication:2091524
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DOI10.1007/978-3-030-96409-2_4zbMath1498.60311arXiv1904.10693OpenAlexW2942103966MaRDI QIDQ2091524

Laurent Miclo, Pierre Patie

Publication date: 1 November 2022

Full work available at URL: https://arxiv.org/abs/1904.10693

zbMATH Keywords

Markov semigroups


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)


Related Items

Orthogonal intertwiners for infinite particle systems in the continuum



Cites Work

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  • Partial differential equations. II: Qualitative studies of linear equations
  • Strong stationary duality for continuous-time Markov chains. I: Theory
  • Asymptotics of the spectra of Schrödinger operators with low temperature
  • On a gateway between continuous and discrete Bessel and Laguerre processes
  • Strong stationary times for one-dimensional diffusions
  • Multivariate Krawtchouk polynomials and composition birth and death processes
  • On absorption times and Dirichlet eigenvalues
  • Shuffling Cards and Stopping Times
  • On the Markovian Similarity
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