On the \(2\)-orthogonal polynomials and the generalized birth and death processes (Q885578)

A generalized birth-death process is considered. In addition to the birth and death events defined in the usual birth-death process, simultaneous death of two particles is possible. The Chapman-Kolmogorov equations for the generalized birth-death process are derived and the infinitesimal generator is defined. Sufficient conditions are derived to provide an integral representation of the transition probabilities by establishing a bond between 2-orthogonal polynomials and these generalized birth-death processes.