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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    Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion
    scientific article; zbMATH DE number 7407037

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      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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