Exactly solvable birth and death processes

DOI10.1063/1.3215983zbMath1260.82058arXiv0903.3097OpenAlexW3099155642MaRDI QIDQ3583645

Ryu Sasaki

Publication date: 17 August 2010

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

Full work available at URL: https://arxiv.org/abs/0903.3097

zbMATH Keywords

geometryquantum theorymatrix algebraBrownian motionMarkov processesprobabilitypolynomialsrational functions

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Exactly solvable dynamic models in time-dependent statistical mechanics (82C23)

Related Items (12)

Exactly solvable discrete time birth and death processes ⋮ Time series path integral expansions for stochastic processes ⋮ Fractional linear birth-death stochastic process -- an application of Heun's differential equation ⋮ Markov chains generated by convolutions of orthogonality measures ⋮ Asymptotic behaviours of \(q\)-orthogonal polynomials from a \(q\)-Riemann Hilbert problem ⋮ Asymptotics of discrete q-Freud II orthogonal polynomials from the q-Riemann Hilbert problem ⋮ Bilateral birth and death process in q-calculus ⋮ Bessel-like birth-death process ⋮ Analysis of non-reversible Markov chains via similarity orbits ⋮ Perturbations around the zeros of classical orthogonal polynomials ⋮ Orthogonal polynomials from Hermitian matrices. II ⋮ Multi-indexed Meixner and littleq-Jacobi (Laguerre) polynomials

Cites Work

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• Exact solution in the Heisenberg picture and annihilation-creation operators
• Leonard pairs and the \(q\)-Racah polynomials
• Quadratic Birth and Death Processes and Associated Continuous Dual Hahn Polynomials
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• Associated Laguerre and Hermite polynomials
• Deformed multivariable Fokker-Planck equations
• Exactly Solvable 'Discrete' Quantum Mechanics; Shape Invariance, Heisenberg Solutions, Annihilation-Creation Operators and Coherent States
• Orthogonal Polynomials, Duality and Association Schemes
• Linear birth and death processes with killing
• Shape Invariant Potentials in "Discrete Quantum Mechanics"
• Orthogonal polynomials from Hermitian matrices
• The Factorization Method

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