An orthogonal-polynomial approach to first-hitting times of birth-death processes

DOI10.1007/s10959-015-0659-zzbMath1386.60299arXiv1512.07308WikidataQ59516987 ScholiaQ59516987MaRDI QIDQ2360642

Erik A. van Doorn

Publication date: 4 July 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07308

zbMATH Keywords

orthogonal polynomials; birth-death process; associated polynomials; first-hitting time; Markov's theorem

Mathematics Subject Classification ID

42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis

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