Showing math.PRShow all
2 papers · 1 filter
math.PR2012
On the Jordan decomposition for a class of non-symmetric Ornstein-Uhlenbeck operators
Yong Chen, Ying Li
In this paper, we calculate the Jordan decomposition (or say, the Jordan canonical form) for a class of non-symmetric Ornstein-Uhlenbeck operators with the drift coefficient matrix…
math.PR2011
On the reversibility of the observed process of three-state hidden Markov model
Yong Chen
For the continuous-time and the discrete-time three-state hidden Markov model, the flux of the likelihood function up to 3-dimension of the observed process is shown explicitly. As…