Date & Time: Monday, October 26, 2015, 15:15-16:15.
Venue: Ramanujan Hall
Title: Birth-death processes and orthogonal polynomials Speaker: Phil Pollet, The University of Queensland, Australia
Abstract: Birth-death processes are integer-valued continuous-time Markov processes that permit upward and downward jumps of size 1. I will present a key formula from the theory of birth-death processes that expresses their transition probabilities in terms of an orthogonal polynomial system. This formula is used to derive various properties, including the distribution of extinction times and quasi-stationary distributions. I will speculate on how the formula might be extended to cover general continuous-time Markov processes.