On the basis of the Karlin and McGregor result, which states that the transition probability functions of a birth and death process can be expressed via the introduction of an orthogonal polynomial system and a spectral measure, we investigate in this paper how the Laplace transforms and the distributions of different transient characteristics related to excursions of a birth and death process can be expressed by means of the basic orthogonal polynomial system and the spectral measure. This allows us in particular to give a probabilistic interpretation of the series introduced by Stieltjes to study the convergence of the fundamental continued fraction associated with the system. Throughout the paper, we pay special attention to the case when the birth and death process is ergodic. Under the assumption that the spectrum of the spectral measure is discrete, we show how the distributions of different random variables associated with excursions depend on the fundamental continued fraction, the orthogonal polynomial system and the spectral measure.

The spectral factorization problem, i.e. the problem of obtaining all possible MA representations of a process with given autocovariance function, is considered for univariate, d-periodic MA(1) (equivalently, 1-dependent in the second-order sense) processes. The solutions are provided explicitly, and their invertibility properties are investigated. A characterization, in terms of their autocovariance functions, of non-invertible d-periodic 1-dependent processes, extending to the periodic case the traditional unit root condition, is provided.

In his first and lost notebooks, Ramanujan recorded several values for the Rogers-Ramanujan continued fraction. Some of these results have been proved by K. G. Ramanathan, using mostly ideas with which Ramanujan was unfamiliar. In this paper, eight of Ramanujan's values are established; four are proved for the first time, while the remaining four had been previously proved by Ramanathan by entirely different methods. Our proofs employ some of Ramanujan's beautiful eta-function identities, which have not been heretofore used for evaluating continued fractions.

We study conditions for the existence of non-trivial quasi-stationary distributions for the birth-and-death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi-stationary distributions if and only if 0 is geometrically absorbing.

We examine the convergence and analytic properties of a continued fraction of Ramanujan and its connection to the orthogonal polynomials of Meixner-Pollaczek.

Regular C-fractions f(α) = 1 + a1α/1 + a2α/1 + . .. with an = an2 + bn + c + Vn, |Vn| sufficiently small are examined. In the case Vn = 0, exact expressions are obtained which reveal a two sheeted Riemann structure for f(α). If Vn ≠ 0 analytic properties are obtained by means of perturbation theory applied to the associated difference equation. A conjecture that f(α) is the ratio of two entire functions of for an even larger class of C-fractions is proved for the case .