Analysis of random walks using orthogonal polynomials

Erik A. van Doorn; Pauline Coolen-Schrijner

Analysis of random walks using orthogonal polynomials

Erik A. van Doorn, Pauline Coolen-Schrijner

Research output: Book/Report › Report › Other research output

Abstract

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

Original language	English
Place of Publication	Enschede
Publisher	University of Twente
Publication status	Published - 1998

Publication series

Name	Memorandum
Publisher	University of Twente, Department of Mathematics

Keywords

MSC-60J10
MSC-42C05
MSC-60J80

13 Citations
1 Conference article

Analysis of random walks using orthogonal polynomials
Coolen-Schrijner, P. & van Doorn, E. A., 1998, In: Journal of computational and applied mathematics. 99, 1-2, p. 387-399 13 p.
Research output: Contribution to journal › Conference article › Academic › peer-review

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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 = "MSC-60J10, MSC-42C05, MSC-60J80",

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

year = "1998",

language = "English",

series = "Memorandum",

publisher = "University of Twente",

address = "Netherlands",

}

TY - BOOK

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AU - van Doorn, Erik A.

AU - Coolen-Schrijner, Pauline

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 - MSC-60J10

KW - MSC-42C05

KW - MSC-60J80

M3 - Report

T3 - Memorandum

BT - Analysis of random walks using orthogonal polynomials

PB - University of Twente

CY - Enschede

ER -

Analysis of random walks using orthogonal polynomials

Abstract

Publication series

Keywords

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Research output

Analysis of random walks using orthogonal polynomials

Cite this