Shell polynomials and dual birth-death processes

DOI10.3842/SIGMA.2016.049MaRDI QIDQ298872zbMATH OpenFDO

Authors Erik A. van Doorn

Publication date 21 June 2016

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.07104

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zbMATH Keywords

birth-death processesdual birth-death processesorthogonal polynomialsshell polynomialssimilar birth-death processesStieltjes moment problem

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Moment problems (44A60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure. Besides giving an overview of the basic features of these relations, revealed to a large extent by Karlin and McGregor, we investigate a duality concept for birth-death processes introduced by Karlin and McGregor and its interpretation in the context of shell polynomials and the corresponding orthogonal polynomials. This interpretation leads to increased insight in duality, while it suggests a modification of the concept of similarity for birth-death processes.

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Cited in

(2)

• Note on chain sequences of Laguerre and Romanovski-Laguerre type polynomials
• A transient symmetry analysis for the M/M/1/k queue

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