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Spectral analysis of bilateral birth–death processes: some new explicit examples
Published online by Cambridge University Press: 15 June 2022
Abstract
We consider the spectral analysis of several examples of bilateral birth–death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some probabilistic properties of the processes, such as recurrence, the invariant distribution (if it exists), and the probability current.
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- Original Article
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- © The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust
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