Markov Chains Generated by Convolutions of Orthogonality Measures

DOI10.1088/1751-8121/AC736AMaRDI QIDQ6369724arXivFDO

Authors Satoru Odake, Ryu Sasaki

Publication date 7 June 2021

Published in arXiv

Full work available at URL https://doi.org/10.1088/1751-8121/AC736A

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

arXiv classification

math-phmath.CAmath.MPmath.PRmath.STnlin.SIstat.TH

Abstract: About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn, $q$-Meixner and little $q$-Jacobi polynomials. By construction, the stationary probability distributions, the complete sets of eigenvalues and eigenvectors are provided by the polynomials and the orthogonality measures. An interesting property possessed by these stationary probability distributions, called `convolutional self-similarity,' is demonstrated.

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