Orthogonal Polynomials in the Spectral Analysis of Markov Processes - Manuel Dominguez (Universidad Nacional Autonoma de Mexico) de la Iglesia - Bog

This book gathers all the main results on the spectral representation of the most important one-dimensional Markov processes, with examples and applications. Covering sixty years of research, it is an essential resource for graduate students and researchers interested in the connection between orthogonal polynomials and stochastic processes.