Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization (Q2079563)

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Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization
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    Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization (English)
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    30 September 2022
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    In the article, a discrete-time birth-death chain is considered on a spider, i.e., a graph consisting of \(N\) discrete half lines on the plane that are joined at the origin. This process can be identified with a discrete-time quasi-birth-death process on the state space \(N_0 \times \{1, 2, \dots, N\}\), represented by a block tridiagonal transition probability matrix. The authors prove that the process can be analyzed using spectral methods and obtain \(n\)-step transition probabilities in terms of a weight matrix and also the corresponding matrix-valued orthogonal polynomials (the so-called Karlin-McGregor formula). Conditions are identified under which a reflecting-absorbing factorization of the birth-death chain on a spider can be got. This can can be seen as a stochastic UL block factorization of the transition probability matrix of the quasi-birth-death process. With this factorization a discrete Darboux transformation can be performed and new families of ``almost'' birth-death chains on a spider can be got. The spectral matrix associated with the Darboux transformation will be a Geronimus transformation of the original spectral matrix. The results are applied to the random walk on a spider, i.e., with constant transition probabilities.
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    birth-death chains
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    Walsh's spider
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    stochastic factorizations
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    Darboux transformations
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    orthogonal polynomials
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