Linear birth and death models and associated Laguerre and Meixner polynomials (Q1110196): Difference between revisions
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Revision as of 02:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear birth and death models and associated Laguerre and Meixner polynomials |
scientific article |
Statements
Linear birth and death models and associated Laguerre and Meixner polynomials (English)
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1988
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One of the methods for solving the Kolmogorov equations associated with a general birth and death stochastic process is the Karlin-McGregor method of reducing the problem into searching for appropriate orthogonal polynomials and the corresponding weight functions. This article deals with a case when the birth and death rates are linear. Two such linear models are discussed. The associated orthogonal polynomials and the generating function for transition probabilities are examined in detail.
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Laguerre polynomial
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Meixner polynomial
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Charlier polynomial
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birth and death stochastic process
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orthogonal polynomials
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generating function
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