Karlin–McGregor-like formula in a simple time-inhomogeneous birth–death process

DOI10.1088/1751-8113/47/40/405001zbMath1303.60076arXiv1404.2703OpenAlexW2021282289MaRDI QIDQ2926432

Jun Ohkubo

Publication date: 24 October 2014

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.2703

zbMATH Keywords

Lie algebrabirth-death processtransition probabilityorthogonal polynomialnonequilibrium

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Groups and semigroups of linear operators (47D03) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Transition functions, generators and resolvents (60J35) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

Related Items (3)

Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration ⋮ Did the ever dead outnumber the living and when? A birth-and-death approach ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

This page was built for publication: Karlin–McGregor-like formula in a simple time-inhomogeneous birth–death process