Finite Markov chains and multiple orthogonal polynomials
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ergodicityHessenberg matriceshypergeometric seriesMarkov chainsorthogonal polynomialsrecursion matrixstationary statesstochastic matrices
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Other special orthogonal polynomials and functions (33C47) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) Linear difference operators (47B39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)
Cites work
- An application of orthogonal polynomials to random walks
- An urn model associated with Jacobi polynomials
- An urn model for the Jacobi-Piñeiro polynomials
- Analysis of random walks using orthogonal polynomials
- Bidiagonal factorization of tetradiagonal matrices and Darboux transformations
- Bidiagonal factorization of the recurrence matrix for the Hahn multiple orthogonal polynomials
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Finite Markov Chains and Algorithmic Applications
- Gaussian quadrature for multiple orthogonal polynomials
- Hahn multiple orthogonal polynomials of type I: hypergeometric expressions
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- Hypergeometric expressions for type I Jacobi-Piñeiro orthogonal polynomials with arbitrary number of weights
- Hypergeometric orthogonal polynomials and their q-analogues. With a foreword by Tom H. Koornwinder
- Jacobi-Piñeiro Markov chains
- Limiting Conditional Distributions for Birthdeath Processes
- Markov chains. Gibbs fields, Monte Carlo simulation and queues
- Multiple orthogonal polynomials for classical weights
- Multiple orthogonal polynomials of mixed type: Gauss-Borel factorization and the multi-component 2D Toda hierarchy
- Multiple orthogonal polynomials, 𝑑-orthogonal polynomials, production matrices, and branched continued fractions
- Multiple orthogonal polynomials: Pearson equations and Christoffel formulas
- Multiple Wiener integral
- Multiple Wilson and Jacobi--Piñeiro polynomials
- Non-Abelian integrable hierarchies: matrix biorthogonal polynomials and perturbations
- On a seminal paper by Karlin and McGregor
- On Sieved Orthogonal Polynomials II: Random Walk Polynomials
- Orthogonal functionals of the Poisson process
- Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion
- Orthogonal polynomials suggested by a queueing model
- Orthogonality and probability: beyond nearest neighbor transitions
- Positive bidiagonal factorization of tetradiagonal Hessenberg matrices
- Random walk polynomials and random walk measures
- Random walks
- Random walks and orthogonal polynomials: some challenges
- Some classical multiple orthogonal polynomials
- Some discrete multiple orthogonal polynomials
- Spectral theory for bounded banded matrices with positive bidiagonal factorization and mixed multiple orthogonal polynomials
- Spectral theory for the differential equations of simple birth and death processes
- Stochastic processes and orthogonal polynomials
- Stochastic processes. Theory for applications.
- The calculation of the ergodic projection for Markov chains and processes with a countable infinity of states
- The Classification of Birth and Death Processes
- The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
- The genetic sums' representation for the moments of a system of Stieltjes functions and its application
- The Homogeneous Chaos
- The Karlin-McGregor formula for paths connected with a clique
- The Karlin–McGregor formula for a variant of a discrete version of Walsh's spider
- The multiple stochastic integral
- The transient state probabilities for a queueing model where potential customers are discouraged by queue length
- Totally nonnegative matrices
- Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\)
- Unitary Dilations of One-Parameter Semigroups of Markov Transition Operators, and the Corresponding Integral Representations for Markov Processes with a Countable Infinity of States
Cited in
(4)- Mixed-type multiple orthogonal Laurent polynomials on the unit circle
- Bidiagonal factorization of the recurrence matrix for the Hahn multiple orthogonal polynomials
- General Geronimus perturbations for mixed multiple orthogonal polynomials
- Classical multiple orthogonal polynomials for arbitrary number of weights and their explicit representation
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