Abstract
In the random walk whose state space is a subset of the non-negative integers explicit representations for the generating functions of then-step transition and the first return probabilities are obtained. These representations involve the Stieltjes transform of the spectral measure of the process and the corresponding orthogonal polynomials. Several examples are given in order to illustrate the application of the results.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
9 articles.
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1. Index;Orthogonal Polynomials in the Spectral Analysis of Markov Processes;2021-10-31
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