A system of multivariable Krawtchouk polynomials and a probabilistic application

DOI10.3842/SIGMA.2011.119MaRDI QIDQ431423zbMATH OpenOpenAlexFDO

Authors Mizan Rahman, F. Alberto Grünbaum

Publication date 26 June 2012

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.1835

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zbMATH Keywords

cumulative Bernoulli trialGelfand-Aomoto hypergeometric functionsmultivariable Krawtchouk polynomialspoker dice

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Semisimple Lie groups and their representations (22E46) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Transition functions, generators and resolvents (60J35)

Abstract: The one variable Krawtchouk polynomials, a special case of the ${}_2{F}_1$ function did appear in the spectral representation of the transition kernel for a Markov chain studied a long time ago by M. Hoare and M. Rahman. A multivariable extension of this Markov chain was considered in a later paper by these authors where a certain two variable extension of the $F_1$ Appel function shows up in the spectral analysis of the corresponding transition kernel. Independently of any probabilistic consideration a certain multivariable version of the Gelfand-Aomoto hypergeometric function was considered in papers by H. Mizukawa and H. Tanaka. These authors and others such as P. Iliev and P. Tertwilliger treat the two-dimensional version of the Hoare-Rahman work from a Lie-theoretic point of view. P. Iliev then treats the general $n$-dimensional case. All of these authors proved several properties of these functions. Here we show that these functions play a crucial role in the spectral analysis of the transition kernel that comes from pushing the work of Hoare-Rahman to the multivariable case. The methods employed here to prove this as well as several properties of these functions are completely different to those used by the authors mentioned above.

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