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

Erik A. van Doorn

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 language	Undefined
Pages (from-to)	401-412
Number of pages	12
Journal	Advances in dynamical systems and applications
Volume	8
Issue number	2
Publication status	Published - 2013

Keywords

EWI-24338
MSC-60J80
MSC-42C05
Birth-death process with killing
Orthogonal polynomials
METIS-302659
IR-89232
Quasi-stationary distribution

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Cite this

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title = "Weighted sums of orthogonal polynomials related to birth-death processes with killing",

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.",

keywords = "EWI-24338, MSC-60J80, MSC-42C05, Birth-death process with killing, Orthogonal polynomials, METIS-302659, IR-89232, Quasi-stationary distribution",

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T1 - Weighted sums of orthogonal polynomials related to birth-death processes with killing

AU - van Doorn, Erik A.

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AB - 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.

KW - EWI-24338

KW - MSC-60J80

KW - MSC-42C05

KW - Birth-death process with killing

KW - Orthogonal polynomials

KW - METIS-302659

KW - IR-89232

KW - Quasi-stationary distribution

M3 - Article

SN - 0973-5321

VL - 8

SP - 401

EP - 412

JO - Advances in dynamical systems and applications

JF - Advances in dynamical systems and applications

IS - 2

ER -