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Eigenvalues and Eig...
Abstract
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- In the context of matrix displacement decomposition, Bozzo and Di Fiore introduced the so-called τe,y algebra, a generalization of the well known τ algebra. We study the properties of eigenvalues and eigenvectors of the generator Tn,e,y of the τe,y algebra. In particular, we derive the asymptotics for the outliers of Tn,e,y and the associated eigenvectors; we obtain equations for the eigenvalues of Tn,e,y, which provide also the eigenvectors of Tn,e,y; and we compute the full eigendecomposition of Tn,e,y in the specific case ey=1. We also present applications of our results in the context of queuing models, random walks, and diffusion processes, with a special attention to their implications in the study of wealth/income inequality and portfolio dynamics.
Subject headings
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Keyword
- Eigenvalues and eigenvectors
- Tau matrices
- Queuing models
- Random walks
- Diffusion processes
- Wealth and income inequality
- Portfolio dynamics
Publication and Content Type
- ref (subject category)
- art (subject category)
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