Orthogonal polynomials for a quartic birth and death process (Q1318421): Difference between revisions
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Revision as of 02:54, 5 March 2024
scientific article
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English | Orthogonal polynomials for a quartic birth and death process |
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Orthogonal polynomials for a quartic birth and death process (English)
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10 October 1994
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For a birth-and-death process on the non-negative integers the representation theorem of Karlin and McGregor shows that the transition probabilities may be expressed as \[ P_{ij}(t)= \int^ \infty_ 0 F_ i(x) F_ j(x) e^{-tx} d\mu(x)/\pi_ i \] for polynomials \(F_ i(x)\) orthogonal with respect to the measure \(\mu\), where \(\pi_ i\) is the usual invariant measure. When the birth and death rates \(\lambda_ n\) and \(\mu_ n\) are polynomials in \(n\), there are only a few situations where explicit forms for the representation are known and these include linear and quadratic cases. Explicit forms were found recently for some cubic and quartic examples; the background to these results is reviewed.
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orthogonal polynomials
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birth-and-death process
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representation theorem of Karlin and McGregor
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birth and death rates
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