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

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

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    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

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    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.