Orthogonal polynomials for a quartic birth and death process (Q1318421): Difference between revisions
From MaRDI portal
Latest revision as of 13:18, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Orthogonal polynomials for a quartic birth and death process |
scientific article |
Statements
Orthogonal polynomials for a quartic birth and death process (English)
0 references
10 October 1994
0 references
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.
0 references
orthogonal polynomials
0 references
birth-and-death process
0 references
representation theorem of Karlin and McGregor
0 references
birth and death rates
0 references
0 references
0 references
0 references