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
    Pages (from-to)401-412
    Number of pages12
    JournalAdvances in dynamical systems and applications
    Volume8
    Issue number2
    Publication statusPublished - 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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