Spectral analysis of bilateral birth-death processes: some new explicit examples
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Publication:6368902
DOI10.1017/APR.2021.64zbMATH Open1507.60098arXiv2105.14419MaRDI QIDQ6368902FDOQ6368902
Authors: Manuel D. De La Iglesia 
Publication date: 29 May 2021
Abstract: We consider the spectral analysis of several examples of bilateral birth-death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some probabilistic properties of the processes, like recurrence, the invariant distribution (if it exists) or the probability current.
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Continuous-time Markov processes on discrete state spaces (60J27) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
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