Analysis of random walks using orthogonal polynomials

Journal of Computational and Applied Mathematics

Volumn 99, Issue 1-2, 1998, Pages 387-399

  Coolen Schrijner, Pauline ^a   Van Doorn, Erik A ^b  

^a UNIVERSITY OF TWENTE   (Netherlands)

^b DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Birth death process; First passage time; Quasi stationary distribution; Random walk; Random walk measure; Random walk polynomials

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; INTEGRAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; STATE SPACE METHODS; THEOREM PROVING;

BIRTH DEATH PROCESS; ORTHOGONAL POLYNOMIALS; RANDOM WALKS;

RANDOM PROCESSES;

EID: 0032208818     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(98)00172-1     Document Type: Article

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