Orthogonal polynomials on ℜ+ and birth-death processes with killing

P. Coolen-Schrijner, E.A. van Doorn

    Research output: Book/ReportReportProfessional

    9 Downloads (Pure)

    Abstract

    The purpose of this paper is to extend some results of Karlin and McGregor's and Chihara's concerning the three-terms recurrence relation for polynomials orthogonal with respect to a measure on the nonnegative real axis. Our findings are relevant for the analysis of a type of Markov chains known as birth-death processes with killing.
    Original languageEnglish
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages13
    Publication statusPublished - 2005

    Publication series

    NameMemorandum
    PublisherUniversity of Twente, Department of Applied Mathematics
    No.1771
    ISSN (Print)0169-2690

    Fingerprint

    Three-term Recurrence Relations
    Birth-death Process
    Birth and Death Process
    Orthogonal Polynomials
    Markov chain
    Non-negative

    Keywords

    • MSC-42C05
    • EWI-3591
    • METIS-224471
    • IR-65955
    • MSC-60J80

    Cite this

    Coolen-Schrijner, P., & van Doorn, E. A. (2005). Orthogonal polynomials on ℜ+ and birth-death processes with killing. (Memorandum; No. 1771). Enschede: University of Twente, Department of Applied Mathematics.
    Coolen-Schrijner, P. ; van Doorn, E.A. / Orthogonal polynomials on ℜ+ and birth-death processes with killing. Enschede : University of Twente, Department of Applied Mathematics, 2005. 13 p. (Memorandum; 1771).
    @book{555ba1c6d30641d0992daf1fd914804d,
    title = "Orthogonal polynomials on ℜ+ and birth-death processes with killing",
    abstract = "The purpose of this paper is to extend some results of Karlin and McGregor's and Chihara's concerning the three-terms recurrence relation for polynomials orthogonal with respect to a measure on the nonnegative real axis. Our findings are relevant for the analysis of a type of Markov chains known as birth-death processes with killing.",
    keywords = "MSC-42C05, EWI-3591, METIS-224471, IR-65955, MSC-60J80",
    author = "P. Coolen-Schrijner and {van Doorn}, E.A.",
    year = "2005",
    language = "English",
    series = "Memorandum",
    publisher = "University of Twente, Department of Applied Mathematics",
    number = "1771",

    }

    Coolen-Schrijner, P & van Doorn, EA 2005, Orthogonal polynomials on ℜ+ and birth-death processes with killing. Memorandum, no. 1771, University of Twente, Department of Applied Mathematics, Enschede.

    Orthogonal polynomials on ℜ+ and birth-death processes with killing. / Coolen-Schrijner, P.; van Doorn, E.A.

    Enschede : University of Twente, Department of Applied Mathematics, 2005. 13 p. (Memorandum; No. 1771).

    Research output: Book/ReportReportProfessional

    TY - BOOK

    T1 - Orthogonal polynomials on ℜ+ and birth-death processes with killing

    AU - Coolen-Schrijner, P.

    AU - van Doorn, E.A.

    PY - 2005

    Y1 - 2005

    N2 - The purpose of this paper is to extend some results of Karlin and McGregor's and Chihara's concerning the three-terms recurrence relation for polynomials orthogonal with respect to a measure on the nonnegative real axis. Our findings are relevant for the analysis of a type of Markov chains known as birth-death processes with killing.

    AB - The purpose of this paper is to extend some results of Karlin and McGregor's and Chihara's concerning the three-terms recurrence relation for polynomials orthogonal with respect to a measure on the nonnegative real axis. Our findings are relevant for the analysis of a type of Markov chains known as birth-death processes with killing.

    KW - MSC-42C05

    KW - EWI-3591

    KW - METIS-224471

    KW - IR-65955

    KW - MSC-60J80

    M3 - Report

    T3 - Memorandum

    BT - Orthogonal polynomials on ℜ+ and birth-death processes with killing

    PB - University of Twente, Department of Applied Mathematics

    CY - Enschede

    ER -

    Coolen-Schrijner P, van Doorn EA. Orthogonal polynomials on ℜ+ and birth-death processes with killing. Enschede: University of Twente, Department of Applied Mathematics, 2005. 13 p. (Memorandum; 1771).