Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
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Publication:5110211
DOI10.1051/ps/2020004zbMath1434.60196OpenAlexW3010158791MaRDI QIDQ5110211
Publication date: 18 May 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2020004
orthogonal polynomialsspectral expansionLancaster probabilitiescontinuous-time reversible Markov process
Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Transition functions, generators and resolvents (60J35)
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