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
    Number of pages13
    Publication statusPublished - 2005

    Publication series

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

    Keywords

    • MSC-42C05
    • MSC-60J80

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      • 1 Conference contribution

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

        Coolen-Schrijner, P. & van Doorn, E. A., 2007, Difference Equations, Special Functions and Orthogonal Polynomials: Proceedings of the International Conference , Munich, Germany , 25 – 30 July 2005. Elaydi, S., Cushing, J., Lasser, R., Ruffing, A., Papageorgiou, V. & Van Assche, W. (eds.). Singapore: World Scientific, p. 726-740 15 p.

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