Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process
Mathematical Physics
2014-10-10 v1 Statistical Mechanics
math.MP
Abstract
A novel approach is employed and developed to derive transition probabilities for a simple time-inhomogeneous birth-death process. Algebraic probability theory and Lie algebraic treatments make it easy to treat the time-inhomogeneous cases. As a result, an expression based on the Charlier polynomials is obtained, which can be considered as an extension of a famous Karlin-KcGregor representation for a time-homogeneous birth-death process.
Keywords
Cite
@article{arxiv.1404.2703,
title = {Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process},
author = {Jun Ohkubo},
journal= {arXiv preprint arXiv:1404.2703},
year = {2014}
}
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9 pages