Birth-death processes and associated polynomials.

DOI10.1016/S0377-0427(02)00594-0zbMath1039.60079MaRDI QIDQ1874186

Erik A. van Doorn

Publication date: 22 May 2003

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

zbMATH Keywords

Orthogonal polynomialsRecurrenceSpectral measure\(\alpha\)-recurrenceFirst-entrance time

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (13)

On associated polynomials and decay rates for birth--death processes. ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation ⋮ A non‐conservative Harris ergodic theorem ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ Families of \(\nu\)-similar birth-death processes and limiting conditional distributions ⋮ Unnamed Item ⋮ Constructing transient birth-death processes by means of suitable transformations ⋮ Discrete credit barrier models ⋮ On the α-Classification of Birth-Death and Quasi-Birth-Death Processes ⋮ Mehler-Heine type formulas for Charlier and Meixner polynomials ⋮ Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions ⋮ Representations for the extreme zeros of orthogonal polynomials ⋮ Quasi-stationary distributions for discrete-state models

Cites Work

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• The Classification of Birth and Death Processes
• Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process
• On the Numerators of the Convergents of the Stieltjes Continued Fractions
• Families of birth-death processes with similar time-dependent behaviour
• Some remarks on the duality of continuous time markov chains
• What is the Laplace Transform?

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