Orthogonal Polynomials in the Spectral Analysis of Markov Processes (English, Manuel Domínguez de la Iglesia)
by Manuel Domínguez de la Iglesia
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781316516553
ISBN-10
1316516555
Author
Manuel Domínguez de la Iglesia
About the Book
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimens…
ISBN: 9781316516553
ISBN-13: 9781316516553
ISBN-10: 1316516555
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Product ID: isbn-9781316516553
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