Shell polynomials and dual birth-death processes

نویسنده

  • Erik A. van Doorn
چکیده

This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure. Besides giving an overview of the basic features of these relations, revealed to a large extent by Karlin and McGregor, we investigate a duality concept for birth-death processes introduced by Karlin and McGregor and its interpretation in the context of shell polynomials and the corresponding orthogonal polynomials. This interpretation leads to increased insight in duality, while it suggests a modification of the concept of similarity for birth-death processes.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Multivariate Krawtchouk Polynomials and Composition Birth and Death Processes

This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of functions defined on each of N multinomial trials. The dual multivariate Krawtchouk polynomials, which also have a polynomial structure, are seen to occur natural...

متن کامل

Exactly Solvable Birth and Death Processes

Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly solvable ‘matrix’ quantum mechanics, which is recently proposed by Odake and the author. The (q)Askey-scheme of hypergeometric orthogonal polynomials of a discrete...

متن کامل

On the 2-orthogonal polynomials and the generalized birth and death processes

The birth and death processes are closely related to the orthogonal polynomials. The latter allows determining the stochastic matrix associated with these processes. Let us also note that these processes are stationary Markov processes whose state space is the nonnegative integers. Many authors treated the question of the existing relationship between the birth and death processes and the ortho...

متن کامل

Associated polynomials and birth-death processes

We consider sequences of orthogonal polynomials with positive zeros, and pursue the question of how (partial) knowledge of the orthogonalizing measure for the associated polynomials can lead to information about the orthogonalizing measure for the original polynomials, with a view to applications in the setting of birth-death processes. In particular, we relate the supports of the two measures,...

متن کامل

Weighted Sums of Orthogonal Polynomials Related to Birth-Death Processes with Killing

We consider sequences of orthogonal polynomials arising in the analysis of birth-death processes with killing. Motivated by problems in this stochastic setting we discuss criteria for convergence of certain weighted sums of the polynomials. AMS Subject Classifications: 42C05, 60J80.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015