Orthogonal Polynomials in the Spectral Analysis of Markov Processes - Birth-Death Models and Diffusion

Gathers all the main results on the spectral representation of one-dimensional Markov processes, with examples and applications.

List of contents

1. Orthogonal polynomials; 2. Spectral representation of discrete-time birth-death chains; 3. Spectral representation of birth-death processes; 4. Spectral representation of diffusion processes; References; Index.

About the author

Manuel Domínguez de la Iglesia is Professor of Mathematics at the Instituto de Matemáticas of the Universidad Nacional Autónoma de México.

Product details

• Authors: Manuel Domínguez de la Iglesia, Manuel Dominguez (Universidad Nacio De La Iglesia
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 30.11.2021
• EAN: 9781316516553
• ISBN: 978-1-316-51655-3
• No. of pages: 390
• Series: Encyclopedia of Mathematics and its Applications; Encyclopedia of Mathematics an
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; MATHEMATICS / Mathematical Analysis, Stochastics, Calculus & mathematical analysis, Calculus and mathematical analysis