On a Seminal Paper by Karlin and McGregor
Probability
2013-03-05 v1 Classical Analysis and ODEs
Abstract
The use of spectral methods to study birth-and-death processes was pioneered by S. Karlin and J. McGregor. Their expression for the transition probabilities was made explicit by them in a few cases. Here we complete their analysis and indicate a few applications of their very powerful method.
Keywords
Cite
@article{arxiv.1303.0361,
title = {On a Seminal Paper by Karlin and McGregor},
author = {Mirta M. Castro and F. Alberto Grünbaum},
journal= {arXiv preprint arXiv:1303.0361},
year = {2013}
}