Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion (Q5155136)
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scientific article; zbMATH DE number 7407037
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| English | Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion |
scientific article; zbMATH DE number 7407037 |
Statements
Orthogonal Polynomials in the Spectral Analysis of Markov Processes (English)
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6 October 2021
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birth-death processes
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birth-death chains
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diffusion processes
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Brownian motion
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Karlin-McGregor integral representation
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Markov processes
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Markov chains
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Askey scheme
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random walks
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classical orthogonal polynomials
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Favard's theorem
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Stiletjes transform
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Laplace transform
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Upadhyaya transform
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continuous Hahn
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continuous Dual Hahn
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Derman-Vere-Jones transformation
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0.8192667961120605
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0.8091771006584167
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0.8084162473678589
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0.8027830123901367
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