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arXiv · 2205.15594

Stability of higher order eigenvalues in dimension one

Jordan Serres
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Abstract

We study stability of the eigenvalues of the generator of 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 the Normal distribution (via the Ornstein-Uhlenbeck process), to Gamma distributions (via the Laguerre process) and to Beta distributions (via Jacobi process).

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Jordan Serres. 2022-05-31. Stability of higher order eigenvalues in dimension one. https://arxiv.org/abs/2205.15594

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