Related papers: Shell Polynomials and Dual Birth-Death Processes
A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…
In this paper we introduce a notion of duality for matrix valued orthogonal polynomials with respect to a measure supported on the nonnegative integers. We show that the dual families are closely related to certain difference operators…
The conjecture of Valent about the type of Jacobi matrices with polynomially growing weights is proved.
We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…
In 1971 Griffiths used a generating function to define polynomials in d variables orthogonal with respect to the multinomial distribution. The polynomials possess a duality between the discrete variables and the degree indices. In 2004…
Sequences of bivariate orthogonal polynomials written as vector polynomials of increasing size satisfy a couple of three term relations with matrix coefficients. In this work, introducing a time-dependent parameter, we analyse a Lax-type…
A new method of composition orthogonality is introduced. It is applied to generate new sequences of orthogonal polynomials and functions. In particular, classical orthogonal polynomials are interpreted in the sense of composition…
We investigate parameter estimation in subcritical continuous-time birth-and-death processes with multiple births. We show that the classical maximum likelihood estimators for the model parameters, based on the continuous observation of a…
For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment…
We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…
Stieltjes' work on continued fractions and the orthogonal polynomials related to continued fraction expansions is summarized and an attempt is made to describe the influence of Stieltjes' ideas and work in research done after his death,…
This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning relations with systems of random walks with…
The main objects of the investigation presented in this paper are branched-continued-fraction representations of ratios of contiguous hypergeometric series and type II multiple orthogonal polynomials on the step-line with respect to linear…
This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…
The aim of this paper is to derive (by using two operators, representable by a Jacobi matrix) a family of q-orthogonal polynomials, which turn to be dual to alternative q-Charlier polynomials. A discrete orthogonality relation and a…
Evolutionary models on graphs, as an extension of the Moran process, have two major implementations: birth-death (BD) models (or the invasion process) and death- birth (DB) models (or voter models). The isothermal theorem states that the…
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…