REPRESENTATION OF A CLASS OF STOCHASTIC Processes

DOI10.1073/PNAS.41.6.387MaRDI QIDQ3227938zbMATH OpenOpenAlexWikidataFDO

Authors Samuel Karlin, James McGregor

Publication date 1955

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.41.6.387

zbMATH Keywords

probability theory

Cited in

(14)

• Analysis of random walks using orthogonal polynomials
• Associated Stieltjes-Carlitz polynomials and a generalization of Heun's differential equation
• Exact solutions of some quadratic and quartic birth and death processes and related orthogonal polynomials
• Commuting birth-and-death processes
• Quantum random walk polynomial and quantum random walk measure
• Rate of escape and central limit theorem for the supercritical Lamperti problem
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration
• Stochastic Equations for Nonequilibrium Processes
• Classical Noise IV: Langevin Methods
• Integral representations for Markov transition probabilities
• Denumerable Markov processes and the associated contraction semigroups on l
• The calculation of the ergodic projection for Markov chains and processes with a countable infinity of states

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