Orthogonal polynomials in the spectral analysis of Markov processes birth-death models and diffusion

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between ort...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Iglesia, Manuel Domínguez de la (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Cambridge Cambridge University Press 2022
Schriftenreihe:	Encyclopedia of mathematics and its applications 181
Schlagworte:	Birth and death processes (Stochastic processes) Spectral theory (Mathematics) Orthogonal polynomials
Online-Zugang:	DE-12 DE-92 URL des Erstveröffentlichers
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