An application of orthogonal polynomials to random walks

DOI10.2140/PJM.1982.99.205MaRDI QIDQ1161207zbMATH OpenOpenAlexFDO

Authors Thomas Whitehurst

Publication date 1982

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2140/pjm.1982.99.205

zbMATH Keywords

integral representation for the transition probabilitiesorthogonal polynomials

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited in

(11)

• On first passage time structure of random walks
• First passage times of birth-death processes and simple random walks
• Analysis of random walks using orthogonal polynomials
• Random walk polynomials and random walk measures
• How many random walks correspond to a given set of return probabilities to the origin?
• On the strong ratio limit property for discrete-time birth-death processes
• On a property of random walk polynomials involving Christoffel functions
• First return probabilities of birth and death chains and associated orthogonal polynomials
• An Overview of Object-Oriented Simulation
• Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations
• Finite Markov chains and multiple orthogonal polynomials

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