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
- DOI
- 10.1063/1.3215983;
- arXiv
- arXiv:0903.3097v1;
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