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

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

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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)
Research Group:	Statistics and Probability (SP)
Link to this item:	http://purl.utwente.nl/publications/64327
Official URL:	http://dx.doi.org/10.1142/9789812770752_0059
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Orthogonal polynomials on and birth-death processes with killing

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