Stochastic processes with orthogonal polynomial eigenfunctions

DOI10.1016/j.cam.2009.02.042zbMath1186.60078OpenAlexW2159546612MaRDI QIDQ1035624

Bob Griffiths

Publication date: 4 November 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.02.042

zbMATH Keywords

subordinationJacobi diffusionLaguerre diffusionMeixner distributionsorthogonal polynomials as eigenfunctios

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Diffusion processes (60J60)

Related Items (4)

Some bivariate stochastic models arising from group representation theory ⋮ Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions ⋮ Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities ⋮ EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS

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