On a Seminal Paper by Karlin and McGregor
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🧮 math.PR
math.CA
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karlinmcgregoranalysisapplicationsbirth-and-deathcasescompleteexplicit
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The use of spectral methods to study birth-and-death processes was pioneered by S. Karlin and J. McGregor. Their expression for the transition probabilities was made explicit by them in a few cases. Here we complete their analysis and indicate a few applications of their very powerful method.
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