Analysis of random walks using orthogonal polynomials

DOI10.1016/S0377-0427(98)00172-1zbMath0930.60064OpenAlexW2045125360MaRDI QIDQ1298581

Erik A. van Doorn, Pauline Coolen-Schrijner

Publication date: 1 February 2000

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

Full work available at URL: https://doi.org/10.1016/s0377-0427(98)00172-1

zbMATH Keywords

random walkfirst passage timequasi-stationary distributionbirth-death process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (8)

Random walks with similar transition probabilities ⋮ Rate of escape and central limit theorem for the supercritical Lamperti problem ⋮ Improved Jacobi matrix method for the numerical solution of Fredholm integro-differential-difference equations ⋮ Expansions and characterizations of sieved random walk polynomials ⋮ Staircase patterns in words: subsequences, subwords, and separation number ⋮ Combinatorial and hypergeometric identities via the Legendre polynomials -- a computational approach ⋮ Transient nearest neighbor random walk on the line ⋮ Transient nearest neighbor random walk and Bessel process

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