Analysis of random walks using orthogonal polynomials

Pauline Coolen-Schrijner, Erik A. van Doorn

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    Abstract

    We discuss some aspects of discrete-time birth-death processes or random walks, highlighting the role played by orthogonal polynomials.
    Original languageEnglish
    Pages (from-to)387-399
    Number of pages13
    JournalJournal of computational and applied mathematics
    Volume99
    Issue number1-2
    DOIs
    Publication statusPublished - 1998
    Event8th Symposium on Orthogonal Polynomials and Their Applications 1997 - University of Sevilla, Sevilla, Spain
    Duration: 22 Sep 199726 Sep 1997
    Conference number: 8

    Keywords

    • Birth-death process
    • First passage time
    • Quasi-stationary distribution
    • Random walk
    • Random walk polynomials
    • Random-walk measure

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