Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities

DOI10.1051/ps/2020004zbMath1434.60196OpenAlexW3010158791MaRDI QIDQ5110211

Ramsés H. Mena, Freddy Palma

Publication date: 18 May 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2020004

zbMATH Keywords

orthogonal polynomialsspectral expansionLancaster probabilitiescontinuous-time reversible Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Transition functions, generators and resolvents (60J35)

Cites Work

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