This repository contains Julia connected to the paper Spectral analysis of the Zig-Zag process by Joris Bierkens and Sjoerd Verduyn Lunel, 2019.
The code depends on the Julia packages QuadGK, PyPlot and SpecialFunctions, which may be installed from Julia using the command
using Pkg
Pkg.add(["PyPlot","QuadGK","SpecialFunctions"])The spectrum for different target distributions can then be computed in the way displayed in the Jupyter Notebook file compute_eigenvalues.ipynb.
Perturbations of the spectrum are obtained in the Julia file run_spectrum.jl, which furthermore depends upon the Julia packages Plots and LaTeXStrings.