Shell polynomials and dual birth-death processes

Erik A. van Doorn

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Abstract

This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure. Besides giving an overview of the basic features of these relations, revealed to a large extent by Karlin and McGregor, we investigate a duality concept for birth-death processes introduced by Karlin and McGregor and its interpretation in the context of shell polynomials and the corresponding orthogonal polynomials. This interpretation leads to increased insight in duality, while it suggests a modification of the concept of similarity for birth-death processes.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages21
Publication statusPublished - Dec 2015

Publication series

NameMemorandum
PublisherUniversity of Twente, Department of Applied Mathematics
No.2052
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850

Keywords

  • IR-98681
  • Birth-death processes
  • Dual birth-death processes
  • Similar birth-death processes
  • Shell polynomials
  • MSC-60J80
  • Orthogonal polynomials
  • EWI-26518
  • MSC-42C05
  • MSC-44A60
  • METIS-315067
  • Stieltjes moment problem

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