Spectral properties of birth-death polynomials

被引:3
作者
van Doorn, Erik A. [1 ]
机构
[1] Univ Twente, Dept Appl Math, NL-7500 AE Enschede, Netherlands
关键词
Birth-death process; Orthogonal polynomials; Orthogonalizing measure; Spectrum; Stieltjes moment problem; ORTHOGONAL POLYNOMIALS; DECAY PARAMETER; BOUNDS; RATES; ZEROS;
D O I
10.1016/j.cam.2014.08.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider sequences of polynomials that are defined by a three-terms recurrence relation and orthogonal with respect to a positive measure on the nonnegative axis. By a famous result of Marlin and McGregor such sequences are instrumental in the analysis of birth-death processes. Inspired by problems and results in this stochastic setting we present necessary and sufficient conditions in terms of the parameters in the recurrence relation for the smallest or second smallest point in the support of the orthogonalizing measure to be larger than zero, and for the support to be discrete with no finite limit point (C) 2014 Elsevier B.V. All rights reserved.
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页码:251 / 258
页数:8
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