First return probabilities of birth and death chains and associated orthogonal polynomials

DOI10.1090/S0002-9939-00-05699-9zbMath0964.60059OpenAlexW1605135388MaRDI QIDQ2706598

Dette, Holger

Publication date: 20 March 2001

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-00-05699-9

zbMATH Keywords

orthogonal polynomialsspectral measureassociated polynomialsbirth and death chaincanonical moments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (9)

Birth-death processes and associated polynomials. ⋮ Some bivariate stochastic models arising from group representation theory ⋮ Random walk with long-range interaction with a barrier and its dual: exact results ⋮ Staircase patterns in words: subsequences, subwords, and separation number ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Parameter-based Fisher's information of orthogonal polynomials ⋮ Random walk weakly attracted to a wall ⋮ Transient nearest neighbor random walk on the line ⋮ Transient nearest neighbor random walk and Bessel process

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