Analysis of random walks using orthogonal polynomials

DOI10.1016/S0377-0427(98)00172-1MaRDI QIDQ1298581zbMATH OpenOpenAlexFDO

Authors Pauline Coolen-Schrijner, Erik A. van Doorn

Publication date 1 February 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(98)00172-1

zbMATH Keywords

random walkbirth-death processfirst passage timequasi-stationary distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cites work

• scientific article; zbMATH DE number 3826935 (Why is no real title available?)
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• scientific article; zbMATH DE number 965582 (Why is no real title available?)
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• An application of orthogonal polynomials to random walks
• An eigenvalue decomposition for first hitting times in random walks
• Coincidence properties of birth and death processes
• First Passage and Recurrence Distributions
• First passage times of birth-death processes and simple random walks
• Geomatric ergodicity and quasi-stationarity in discrete-time birth-death processes
• How many random walks correspond to a given set of return probabilities to the origin?
• Many server queueing processes with Poisson input and exponential service times
• On Sieved Orthogonal Polynomials II: Random Walk Polynomials
• On first passage time structure of random walks
• On the generating functions of a random walk on the non-negative integers
• Orthogonal polynomials suggested by a queueing model
• REPRESENTATION OF A CLASS OF STOCHASTIC Processes
• Random walk polynomials and random walk measures
• Random walks
• Ratio limits and limiting conditional distributions for discrete-time birth-death processes
• The Classification of Birth and Death Processes
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• Weighted sums of orthogonal polynomials with positive zeros

Cited in

(9)

• Staircase patterns in words: subsequences, subwords, and separation number
• Random walks with similar transition probabilities
• Rate of escape and central limit theorem for the supercritical Lamperti problem
• Transient nearest neighbor random walk on the line
• Improved Jacobi matrix method for the numerical solution of Fredholm integro-differential-difference equations
• Expansions and characterizations of sieved random walk polynomials
• Combinatorial and hypergeometric identities via the Legendre polynomials -- a computational approach
• Transient nearest neighbor random walk and Bessel process
• On Sieved Orthogonal Polynomials II: Random Walk Polynomials

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