论文信息 - On the generating functions of a random walk on the non-negative integers

On the generating functions of a random walk on the non-negative integers

In the random walk whose state space is a subset of.the non-negative integers explicit representations for the generating functions of the n-step transition and the first return probabilities are obtained. These representations involve the Stieltjes transform of the spectral measure of the process and the corresponding orthogonal polynomials. Several examples are given in order to illustrate the application of the results.

Holger Dette | H. Dette

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