{"product_id":"orthogonal-polynomials-in-the-spectral-manuel-domnguez-de-la-iglesia-9781316516553","title":"Orthogonal Polynomials in the Spectral Analysis of Markov Processes","description":"In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Manuel Dom?guez de la Iglesia\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1316516555\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781316516553\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/21\/2021\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 390\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.57lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.94d","brand":"Manuel Dom?guez de la Iglesia","offers":[{"title":"Hardcover","offer_id":43993085247743,"sku":"9781316516553","price":131.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_6d2d458c-b90a-452c-a88e-c7930e128a4e.jpg?v=1683322443","url":"https:\/\/www.whiterainbookhouse.com\/products\/orthogonal-polynomials-in-the-spectral-manuel-domnguez-de-la-iglesia-9781316516553","provider":"WR Book House","version":"1.0","type":"link"}