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Karlin–McGregor-like formula in a simple time-inhomogeneous birth–death process
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Description
Algebraic discussions are developed to derive transition probabilities for a simple time-inhomogeneous birth–death process. Algebraic probability theory and Lie algebraic treatments make it easy to treat the time-inhomogeneous cases. As a result, an expression based on the Charlier polynomials is obtained, which can be considered as an extension of a famous Karlin–McGregor representation for a time-homogeneous birth–death process.
Journal
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- Journal of Physics A: Mathematical and Theoretical
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Journal of Physics A: Mathematical and Theoretical 47 (40), 405001-, 2014-09-18
IOP Publishing
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Keywords
Details 詳細情報について
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- CRID
- 1050564285769589376
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- NII Article ID
- 120005657892
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- NII Book ID
- AA12185372
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- ISSN
- 17518113
- 17518121
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- HANDLE
- 2433/200177
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- Text Lang
- en
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- Article Type
- journal article
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- Data Source
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- IRDB
- Crossref
- CiNii Articles
- KAKEN
- OpenAIRE