Title of article :
Analysis of random walks using orthogonal polynomials
Author/Authors :
Coolen-Schrijner، نويسنده , , Pauline and van Doorn، نويسنده , , Erik A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
We discuss some aspects of discrete-time birth-death processes or random walks, highlighting the role played by orthogonal polynomials.
Keywords :
Random-walk measure , Birth-death process , Quasi-stationary distribution , First passage time , random walk , Random-walk polynomials
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics
