All Questions

Consider the following symmetric second order diffusion operator, defined, for $\phi \in \mathcal{C}^{2,1}_c\left(\mathbb{R}\times \mathbb{R}_+\right)$, by: $$L\phi := \lambda_1 \partial_{R_1}(R_1 \...

What is the most computationally efficient way to compute the stationary distribution of a reversible finite-state continuous-time Markov process? Assume that the process is irreducible and the rate ...