Spectral analysis of bilateral birth-death processes: some new explicit examples
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Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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.
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