Analysis of random walks using orthogonal polynomials

Pauline Coolen-Schrijner; Erik A. van Doorn

doi:10.1016/S0377-0427(98)00172-1

Analysis of random walks using orthogonal polynomials

Pauline Coolen-Schrijner, Erik A. van Doorn

Research output: Contribution to journal › Conference article › Academic › peer-review

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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 language	English
Pages (from-to)	387-399
Number of pages	13
Journal	Journal of computational and applied mathematics
Volume	99
Issue number	1-2
DOIs	https://doi.org/10.1016/S0377-0427(98)00172-1
Publication status	Published - 1998
Event	8th Symposium on Orthogonal Polynomials and Their Applications 1997 - University of Sevilla, Sevilla, Spain Duration: 22 Sept 1997 → 26 Sept 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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10.1016/S0377-0427(98)00172-1Licence: Other

Coolen-Schrijver1998analysisFinal published version, 644 KBLicence: Other

1 Report

Analysis of random walks using orthogonal polynomials
van Doorn, E. A. & Coolen-Schrijner, P., 1998, Enschede: University of Twente. (Memorandum)
Research output: Book/Report › Report › Other research output

Cite this

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title = "Analysis of random walks using orthogonal polynomials",

abstract = "We discuss some aspects of discrete-time birth-death processes or random walks, highlighting the role played by orthogonal polynomials.",

keywords = "Birth-death process, First passage time, Quasi-stationary distribution, Random walk, Random walk polynomials, Random-walk measure",

author = "Pauline Coolen-Schrijner and {van Doorn}, {Erik A.}",

year = "1998",

doi = "10.1016/S0377-0427(98)00172-1",

language = "English",

volume = "99",

pages = "387--399",

journal = "Journal of computational and applied mathematics",

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TY - JOUR

T1 - Analysis of random walks using orthogonal polynomials

AU - Coolen-Schrijner, Pauline

AU - van Doorn, Erik A.

N1 - Conference code: 8

PY - 1998

Y1 - 1998

N2 - We discuss some aspects of discrete-time birth-death processes or random walks, highlighting the role played by orthogonal polynomials.

AB - We discuss some aspects of discrete-time birth-death processes or random walks, highlighting the role played by orthogonal polynomials.

KW - Birth-death process

KW - First passage time

KW - Quasi-stationary distribution

KW - Random walk

KW - Random walk polynomials

KW - Random-walk measure

U2 - 10.1016/S0377-0427(98)00172-1

DO - 10.1016/S0377-0427(98)00172-1

M3 - Conference article

SN - 0377-0427

VL - 99

SP - 387

EP - 399

JO - Journal of computational and applied mathematics

JF - Journal of computational and applied mathematics

IS - 1-2

T2 - 8th Symposium on Orthogonal Polynomials and Their Applications 1997

Y2 - 22 September 1997 through 26 September 1997

ER -

Analysis of random walks using orthogonal polynomials

Abstract

Keywords

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Research output

Analysis of random walks using orthogonal polynomials

Cite this