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

Share/Save/Bookmark

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

open access
[img]
Preview
PDF
192kB
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
Additional information:Imported from MEMORANDA
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/65955
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page

Metis ID: 224471