Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181) - Image 1

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Cambridge University Press Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)

Name: Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)
Brand: Cambridge University Press
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Applied Mathematics

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Product Description 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 orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability. Book Description Gathers all the main results on the spectral representation of one-dimensional Markov processes, with examples and applications. About the Author Manuel Domínguez de la Iglesia is Professor of Mathematics at the Instituto de Matemáticas of the Universidad Nacional Autónoma de México.

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Brand: Cambridge University Press
Format: Hardcover
ASIN: 1316516555
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 21 October 2021
Listed Since: 27 April 2021

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Cambridge University Press Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)

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