An orthogonal-polynomial approach to first-hitting times of birth-death processes

DOI10.1007/s10959-015-0659-zzbMath1386.60299arXiv1512.07308OpenAlexW3098861904WikidataQ59516987 ScholiaQ59516987MaRDI QIDQ2360642

Erik A. van Doorn

Publication date: 4 July 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07308

zbMATH Keywords

orthogonal polynomialsbirth-death processassociated polynomialsfirst-hitting timeMarkov's theorem

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

The birth-death processes with regular boundary: stationarity and quasi-stationarity ⋮ HITTING TIME DISTRIBUTIONS FOR BIRTH–DEATH PROCESSES WITH BILATERAL ABSORBING BOUNDARIES ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

Cites Work

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• On the α-Classification of Birth-Death and Quasi-Birth-Death Processes
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