Orthogonal polynomials on $R^+$ and birth-death processes with killing


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Coolen-Schrijner, Pauline and Doorn, Erik A. van (2007) Orthogonal polynomials on $R^+$ and birth-death processes with killing. In: International Conference on Difference Equations, Special Functions and Orthogonal Polynomials, 25-30 July 2005, Munich, Germany (pp. pp. 726-740).

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Abstract:The purpose of this paper is to extend some results of Karlin and McGregor's and Chihara's concerning the three-terms recurrence relation for polynomials orthogonal with respect to a measure on the nonnegative real axis. Our findings are relevant for the analysis of a type of Markov chains known as birth-death processes with killing.
Item Type:Conference or Workshop Item
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/64327
Official URL:http://dx.doi.org/10.1142/9789812770752_0059
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Metis ID: 241877