Nevanlinna extremal measures for some orthogonal polynomials related to birth and death processes

DOI10.1016/0377-0427(93)E0232-BMaRDI QIDQ1893565zbMATH OpenOpenAlexFDO

Authors Christian Berg, Galliano Valent

Publication date 4 July 1995

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)e0232-b

zbMATH Keywords

birth and death processesindeterminate moment problemNevanlinna extremal measuresquartic

Mathematics Subject Classification ID

Polynomials and rational functions of one complex variable (30C10) Extremal problems for conformal and quasiconformal mappings, variational methods (30C70) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

The set of extremal solutions to an indeterminate moment problem has the parametrization \(\mathbb{R} \cup \{\infty\}\) where the Nevanlinna extremal solutions \(\nu_t\) are given by \[ \int {d \nu_t (x) \over z - x} = {A(z)t - C(z) \over B(z)t - D(z)}, \] with \(A,B,C,D\) certain entire functions associated with the given moment problem. In the paper under review, the authors study indeterminate Stieltjes moment problems associated with quartic birth and death processes where in particular the functions \(C\) and \(D\) are calculated. This permits a direct computation of the measures \(\nu_t\). A further section is devoted to Al-Salam- Carlitz \(q\)-polynomials.

Recommendations

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• ORTHOGONAL POLYNOMIALS ON ℝ⁺ AND BIRTH-DEATH PROCESSES WITH KILLING
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• Quasi-birth-and-death processes and multivariate orthogonal polynomials

Cites work

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• The q-analogue of the Laguerre polynomials

Cited in

(12)

• Some indetermining moment problems and Freud-like weights
• The q-Laguerre polynomials and related moment problems
• New Nevanlinna matrices for orthogonal polynomials related to cubic birth and death processes
• The Nevanlinna parametrization for some indeterminate Stieltjes moment problems associated with birth and death processes
• Indeterminate moment problems and the theory of entire functions
• Exact solutions of some quadratic and quartic birth and death processes and related orthogonal polynomials
• On infinite Jacobi matrices with a trace class resolvent
• The Kramer sampling theorem revisited
• Shell polynomials and dual birth-death processes
• Correction to a paper by A. G. Pakes
• The discrete Kramer sampling theorem and indeterminate moment problems
• De Branges canonical systems with finite logarithmic integral

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