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

DOI10.1088/1751-8113/47/40/405001zbMATH Open1303.60076arXiv1404.2703OpenAlexW2021282289MaRDI QIDQ2926432FDOQ2926432

Jun Ohkubo

Publication date: 24 October 2014

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

Abstract: A novel approach is employed and developed to derive transition probabilities for a simple time-inhomogeneous birth-death process. Algebraic probability theory and Lie algebraic treatments make it easy to treat the time-inhomogeneous cases. As a result, an expression based on the Charlier polynomials is obtained, which can be considered as an extension of a famous Karlin-KcGregor representation for a time-homogeneous birth-death process.

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

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zbMATH Keywords

birth-death processLie algebraorthogonal polynomialtransition probabilitynonequilibrium

Mathematics Subject Classification ID

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

Cited In (5)

• On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
• Computational methods for birth-death processes
• Did the ever dead outnumber the living and when? A birth-and-death approach
• An Extension of the Kolmogorov-Avrami Formula to Inhomogeneous Birth-and-Growth Processes
• Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration

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