Weighted sums of orthogonal polynomials related to birth-death processes with killing

Erik A. van Doorn

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    Abstract

    We consider sequences of orthogonal polynomials arising in the analysis of birth-death processes with killing. Motivated by problems in this stochastic setting we discuss criteria for convergence of certain weighted sums of the polynomials.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages14
    Publication statusPublished - Dec 2012

    Publication series

    NameMemorandum / Department of Applied Mathematics
    PublisherUniversity of Twente, Department of Computer Science
    No.1999
    ISSN (Print)1874-4850
    ISSN (Electronic)1874-4850

    Keywords

    • Quasi-stationary distribution
    • MSC-60J80
    • Birth-death process with killing
    • IR-84374
    • METIS-296432
    • EWI-22638
    • Orthogonal polynomials
    • MSC-42C05

    Cite this

    van Doorn, E. A. (2012). Weighted sums of orthogonal polynomials related to birth-death processes with killing. (Memorandum / Department of Applied Mathematics; No. 1999). Enschede: University of Twente, Department of Applied Mathematics.