Orthogonal polynomials on $\mathbb{R}^+$ and birth-death processes with killing

Coolen-Schrijner, P. and Doorn van, E.A. (2005) Orthogonal polynomials on $\mathbb{R}^+$ and birth-death processes with killing. [Report]

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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:	Report
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Statistics and Probability (SP)
Link to this item:	http://purl.utwente.nl/publications/65955
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Metis ID: 224471

Orthogonal polynomials on and birth-death processes with killing