**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.