- Abstract:
- Markov processes which are reversible with either Gamma, Normal, Poisson or Negative Binomial stationary distributions in the Meixner class and have orthogonal polynomial eigenfunctions are characterized as being processes subordinated to well-known diffusion processes for the Gamma and Normal, and birth and death processes for the Poisson and Negative Binomial. A characterization of Markov processes with Beta stationary distributions and Jacobi polynomial eigenvalues is also discussed. © 2009 Elsevier B.V. All rights reserved.
- Publication status:
- Published
- Publisher copy:
- 10.1016/j.cam.2009.02.042
-
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- Volume:
- 233
- Issue:
- 3
- Pages:
- 739-744
- Publication date:
- 2009-12-01
- DOI:
- ISSN:
-
0377-0427
- URN:
-
uuid:612505e0-a69f-4b0d-8244-e256603b5790
- Source identifiers:
-
115985
- Local pid:
- pubs:115985
- Copyright date:
- 2009
Conference
Stochastic processes with orthogonal polynomial eigenfunctions
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