On a Seminal Paper by Karlin and McGregor

Mirta M. Castro ; F. Alberto Grünbaum

Symmetry, integrability and geometry: methods and applications, Tome 9 (2013)

Résumé

The use of spectral methods to study birth-and-death processes was pioneered by S. Karlin and J. McGregor. Their expression for the transition probabilities was made explicit by them in a few cases. Here we complete their analysis and indicate a few applications of their very powerful method.

Détail

Keywords: birth-and-death processes; spectral measure.

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