Published October 2009 | Version v1
Journal article

Exactly solvable birth and death processes

Creators

  • 1. Yukawa Institute for Theoretical Physics, Kyoto University, Kyoto 606-8502 (Japan)

Description

Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly solvable 'matrix' quantum mechanics, which is recently proposed by Odake and the author [S. Odake and R. Sasaki, J. Math. Phys. 49, 053503 (2008)]. The (q-) Askey scheme of hypergeometric orthogonal polynomials of a discrete variable and their dual polynomials play a central role. The most generic solvable birth/death rates are rational functions of qx (with x being the population) corresponding to the q-Racah polynomial.

Additional details

Identifiers

Publishing Information

Journal Title
Journal of Mathematical Physics
Journal Volume
50
Journal Issue
10
Journal Page Range
p. 103509-103509.18
ISSN
0022-2488
CODEN
JMAPAQ

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41040459
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ALGEBRA; BROWNIAN MOVEMENT; EXACT SOLUTIONS; MARKOV PROCESS; POLYNOMIALS; PROBABILITY; QUANTUM MECHANICS
Descriptors DEC
FUNCTIONS; MATHEMATICAL SOLUTIONS; MATHEMATICS; MECHANICS; STOCHASTIC PROCESSES

Optional Information

Notes
(c) 2009 American Institute of Physics