An application of orthogonal polynomials to random walks

DOI10.2140/pjm.1982.99.205zbMath0478.60077OpenAlexW2035884287MaRDI QIDQ1161207

Thomas Whitehurst

Publication date: 1982

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1982.99.205

zbMATH Keywords

orthogonal polynomialsintegral representation for the transition probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (10)

On the strong ratio limit property for discrete-time birth-death processes ⋮ First passage times of birth-death processes and simple random walks ⋮ How many random walks correspond to a given set of return probabilities to the origin? ⋮ First return probabilities of birth and death chains and associated orthogonal polynomials ⋮ Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations ⋮ An Overview of Object-Oriented Simulation ⋮ On a property of random walk polynomials involving Christoffel functions ⋮ Analysis of random walks using orthogonal polynomials ⋮ On first passage time structure of random walks ⋮ Random walk polynomials and random walk measures

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