Orthogonal polynomials in the spectral analysis of markov processes: birth-death models and diffusion
Auteur :
de la Iglesia, Manuel DomÃnguez
Éditeur :
Cambridge University Press
ISBN :
9781316516553
Date de publication :
21 oct. 2021
Dimensions :
19,6 x 12,9 x 2,5 cm
Poids :
713 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book gathers all the main results on the spectral representation of the most important one-dimensional Markov processes, with examples and applications. Covering sixty years of research, it is an essential resource for graduate students and researchers interested in the connection between orthogonal polynomials and stochastic processes.