Orthogonal polynomials in the spectral analysis of Markov processes : birth-death models and diffusion / Manuel Domínguez de la Iglesia.

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

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Bibliographic Details

Main Author:	Iglesia, Manuel Domínguez de la (Author)
Format:	Book
Language:	English
Published:	Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022.
Series:	Encyclopedia of mathematics and its applications ; v. 181.
Subjects:	Birth and death processes (Stochastic processes) Orthogonal polynomials. Spectral theory (Mathematics)