We show in this paper how the Laplace transform θ* of the duration θ of an excursion by the occupation process {Λt} of an M/M/∞ system above a given threshold can be obtained by means of continued fraction analysis. The representation of θ* by a continued fraction is established and the [m−1/m] Padé approximants are computed by means of well known orthogonal polynomials, namely associated Charlier polynomials. It turns out that the continued fraction considered is an S fraction and as a consequence the Stieltjes transform of some spectral measure. Then, using classic asymptotic expansion properties of hypergeometric functions, the representation of the Laplace transform θ* by means of Kummer's function is obtained. This allows us to recover an earlier result obtained via complex analysis and the use of the strong Markov property satisfied by the occupation process {Λt}. The continued fraction representation enables us to further characterize the distribution of the random variable θ.

Convergence results are given for transient characteristics of an M/M/∞ system such as the period of time the occupation process remains above a given state, the area swept by this process above this state and the number of customers arriving during this period. These results are precise in contrast to approximations derived in the framework of the Poisson clumping heuristic introduced by Aldous.

We study a class of generalized hypergeometric functions in several variables introduced by A. Korânyi. It is shown that the generalized Gaussian hypergeometric function is the unique solution of a system partial differential equations. Analogues of some classical results such as Kummer relations and Euler integral representations are established. Asymptotic behavior of generalized hypergeometric functions is obtained which includes some known estimates.

We give complex weight functions with respect to which the Jacobi, Laguerre, little q-Jacobi and Askey-Wilson polynomials are orthogonal. The complex functions obtained are weight functions in a wider range of parameters than the real weight functions. They also provide an alternative to the recent distributional weight functions of Morton and Krall, and the more recent hyperfunction weight functions of Kim.

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 .

We study orthogonal polynomials for which the weight function is a linear combination of the Jacobi weight function and two delta functions at 1 and — 1. These polynomials can be expressed as 4F3 hypergeometric functions and they satisfy second order differential equations. They include Krall’s Jacobi type polynomials as special cases. The fourth order differential equation for the latter polynomials is derived in a more simple way.