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10995 Orthogonal polynomials on $R^+$ and birth-death processes with killing

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Coolen-Schrijner, P. and van Doorn, E.A. (2007) Orthogonal polynomials on $R^+$ and birth-death processes with killing. (Invited) In: Difference Equations, Special Functions and Orthogonal Polynomials, Proceedings of the International Conference, 25-30 July 2005, Munich, Germany. pp. 726-740. World Scientific. ISBN 978-981-270-643-0

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Official URL: http://dx.doi.org/10.1142/9789812770752_0059

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 Paper (Full Paper, Invited/Keynote Talk)
Research Group:	EWI-SP: Statistics and Probability
Research Program:	CTIT-IE&ICT: Industrial Engineering and ICT
Uncontrolled Keywords:	Favard's theorem, Stieltjes moment problem, three-terms recurrence relation, birth-death process
ID Code:	10995
Status:	Published
Deposited On:	15 October 2007
Refereed:	Yes
International:	Yes
More Information:	statistics metis

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