Spectral properties of birth–death polynomials

We consider sequences of polynomials that are defined by a three-terms recurrence relation and orthogonal with respect to a positive measure on the nonnegative axis. By a famous result of Karlin and McGregor such sequences are instrumental in the analysis of birth–death processes. Inspired by proble...

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Veröffentlicht in:Journal of computational and applied mathematics 2015-08, Vol.284, p.251-258
1. Verfasser: van Doorn, Erik A.
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider sequences of polynomials that are defined by a three-terms recurrence relation and orthogonal with respect to a positive measure on the nonnegative axis. By a famous result of Karlin and McGregor such sequences are instrumental in the analysis of birth–death processes. Inspired by problems and results in this stochastic setting we present necessary and sufficient conditions in terms of the parameters in the recurrence relation for the smallest or second smallest point in the support of the orthogonalizing measure to be larger than zero, and for the support to be discrete with no finite limit point.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2014.08.014