Exactly solvable birth and death processes

DOI10.1063/1.3215983zbMATH Open1260.82058arXiv0903.3097OpenAlexW3099155642MaRDI QIDQ3583645FDOQ3583645

Authors: Ryu Sasaki 

Publication date: 17 August 2010

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

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 ($q$-)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 $q^x$ ($x$ being the population) corresponding to the $q$-Racah polynomial.

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

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zbMATH Keywords

geometryBrownian motionMarkov processesprobabilitymatrix algebrapolynomialsrational functionsquantum theory

Mathematics Subject Classification ID

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)

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Cited In (18)

• Non-local solvable birth-death processes
• Title not available (Why is that?)
• Perturbations around the zeros of classical orthogonal polynomials
• Algebraic properties of a special class of birth-death master equations
• Orthogonal polynomials from Hermitian matrices. II
• Multi-indexed Meixner and little \(q\)-Jacobi (Laguerre) polynomials
• Time series path integral expansions for stochastic processes
• Birth and death processes and quantum spin chains
• Bilateral birth and death process in q-calculus
• Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations
• Title not available (Why is that?)
• Asymptotic behaviours of \(q\)-orthogonal polynomials from a \(q\)-Riemann Hilbert problem
• Analysis of non-reversible Markov chains via similarity orbits
• Exactly solvable discrete time birth and death processes
• Bessel-like birth-death process
• Asymptotics of discrete q-Freud II orthogonal polynomials from the q-Riemann Hilbert problem
• Markov chains generated by convolutions of orthogonality measures
• Fractional linear birth-death stochastic process -- an application of Heun's differential equation

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