Exactly solvable birth and death processes
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Publication:3583645
geometryBrownian motionMarkov processesprobabilitymatrix algebrapolynomialsrational functionsquantum theory
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Exactly solvable dynamic models in time-dependent statistical mechanics (82C23)
Abstract: Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly solvable `matrix' quantum mechanics, which is recently proposed by Odake and the author. The (-)Askey-scheme of hypergeometric orthogonal polynomials of a discrete variable and their dual polynomials play a central role. The most generic solvable birth/death rates are rational functions of ( being the population) corresponding to the -Racah polynomial.
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