NEVANLINNA EXTREMAL MEASURES FOR SOME ORTHOGONAL POLYNOMIALS RELATED TO BIRTH AND DEATH PROCESSES

被引：10

作者：

BERG, C

VALENT, G

机构：

[1] MATH INST, DK-2100 COPENHAGEN O, DENMARK

[2] UNIV PARIS 07, PHYS THEOR & HAUTES ENERGIES LAB, CNRS, URA 280, F-75251 PARIS, FRANCE

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1995年 / 57卷 / 1-2期

基金：

日本学术振兴会;

关键词：

ORTHOGONAL POLYNOMIALS; INDETERMINATE MOMENT PROBLEMS; BIRTH AND DEATH PROCESSES;

D O I：

10.1016/0377-0427(93)E0232-B

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider two classes of birth and death processes which lead to indeterminate Stieltjes moment problems, and we calculate the entire functions C and D from the corresponding Nevanlinna matrix. This permits a direct computation of a Nevanlinna extremal orthogonality measure for each of the processes.

引用

页码：29 / 43

页数：15

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