Associated polynomials and birth-death processes

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Doorn van, E.A. (2001) Associated polynomials and birth-death processes. [Report]

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Abstract:We consider sequences of orthogonal polynomials with positive zeros, and pursue the question of how (partial) knowledge of the orthogonalizing measure for the {\it associated polynomials} can lead to information about the orthogonalizing measure for the original polynomials, with a view to applications in the setting of birth-death processes. In particular, we relate the supports of the two measures, and their moments of positive and negative orders. Our results indicate how the prevalence of recurrence or $\alpha$-recurrence in a birth-death process can be recognized from certain properties of an associated measure.
Item Type:Report
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/65768
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