Orthogonal polynomials for a quartic birth and death process

DOI10.1016/0377-0427(93)90161-4MaRDI QIDQ1318421zbMATH OpenOpenAlexFDO

Authors Galliano Valent

Publication date 10 October 1994

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

Full work available at URL https://doi.org/10.1016/0377-0427(93)90161-4

zbMATH Keywords

birth and death ratesbirth-and-death processorthogonal polynomialsrepresentation theorem of Karlin and McGregor

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

For a birth-and-death process on the non-negative integers the representation theorem of Karlin and McGregor shows that the transition probabilities may be expressed as \[ P_{ij}(t)= \int^ \infty_ 0 F_ i(x) F_ j(x) e^{-tx} d\mu(x)/\pi_ i \] for polynomials \(F_ i(x)\) orthogonal with respect to the measure \(\mu\), where \(\pi_ i\) is the usual invariant measure. When the birth and death rates \(\lambda_ n\) and \(\mu_ n\) are polynomials in \(n\), there are only a few situations where explicit forms for the representation are known and these include linear and quadratic cases. Explicit forms were found recently for some cubic and quartic examples; the background to these results is reviewed.

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Cites work

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Cited in

(23)

• On the representation of birth-death processes with polynomial transition rates
• Orthogonality and probability: beyond nearest neighbor transitions
• Co-recursivity and Karlin-McGregor duality for indeterminate moment problems
• Birth-death processes and associated polynomials.
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• Associated Stieltjes-Carlitz polynomials and a generalization of Heun's differential equation
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• Exact solutions of some quadratic and quartic birth and death processes and related orthogonal polynomials
• Some cubic birth and death processes and their related orthogonal polynomials
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• Quadratic Birth and Death Processes and Associated Continuous Dual Hahn Polynomials
• Exactly solvable birth and death processes
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• On the \(2\)-orthogonal polynomials and the generalized birth and death processes

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