Orthogonal Polynomials in the Spectral Analysis of Markov Processes

Explore the fascinating world of Markov processes with Orthogonal Polynomials in the Spectral Analysis of Markov Processes by Manuel Domínguez de la Iglesia. Published by Cambridge University Press in 2021, this hardback edition spans 390 pages and serves as a comprehensive resource for both graduate students and researchers. The book meticulously compiles six decades of research, presenting key results on the spectral representation of significant one-dimensional Markov processes. With a wealth of examples and practical applications, this volume highlights the intricate relationship between orthogonal polynomials and stochastic processes. Whether you're delving into advanced studies or seeking to enhance your understanding of this vital area in mathematics, this book is an invaluable addition to your library.