双侧出生-死亡过程的谱分析：一些新的明确例子

Pub Date : 2022-06-15 DOI:10.1017/apr.2021.64

Manuel D. de la Iglesia

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引用次数: 2

摘要

摘要我们考虑了双边出生-死亡过程的几个例子的谱分析，并明确计算了谱矩阵和相应的正交多项式。我们还使用谱表示来研究过程的一些概率性质，如递推、不变分布（如果存在）和概率流。

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Spectral analysis of bilateral birth–death processes: some new explicit examples

Abstract We consider the spectral analysis of several examples of bilateral birth–death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some probabilistic properties of the processes, such as recurrence, the invariant distribution (if it exists), and the probability current.

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