Some cubic birth and death processes and their related orthogonal polynomials (Q2506198)

The authors consider the birth and death processes discribed by the transition probabilities \[ \begin{aligned} \mathcal P_{n,n+1}(t)&=\lambda_nt+o(t),\\ \mathcal P_{n,n+1}(t)&=1-(\lambda_n+\mu_n)t+o(t),\\ \mathcal P_{n,n+1}(t)&=\mu_n(t)+o(t),\quad t\to0,\end{aligned} \] with cubic rates \[ \lambda_n=(3n+3c+1)^2(3n+3c+2),\qquad\mu_n=(3n+3c-1)(3n+3c)^2(1-\delta_{n0}) \] under \(c>0\). These processes link with the sequences of orthogonal polynomials \(F_n=F_n(z;c,\mu_0),\;n\geq1\), by the three-terms recurrence relation \[ (\lambda_n+\mu_n-x)F_n(x)=\mu_{n+1}F_{n+1}+\lambda_{n-1}F_{n-1}(x) \] with the initial conditions \[ F_0(x)=1,\qquad F_1(x)=\frac{\lambda_0+\mu_0-x}{\mu_1}. \] The authors derive the generating function for polynomials \(F_n\) and compute their Nevanlinna matrix. Since a Stieltjes moments problem is indeterminate with respect to the measures which correspond to polynomials \(F_n\), the elements of the Nevanlinna matrix are some entire functions and the authors discuss the asymptotics of these functions in the complex plane. In paricular, it is shown that all the matrix elements have the same order \(\frac13\). The similar results are also obtained for rates \[ \lambda_n=(3n+3c+1)(3n+3c+2)^2,\qquad \mu_n=(3n+3c)^2(3n+3c+1)(1-\delta_{n0}). \]