Quasi-birth-and-death processes and matrix-valued orthogonal polynomials

DOI10.1137/080742816MaRDI QIDQ3079745zbMATH OpenOpenAlexFDO

Authors Aubrey Clayton

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/080742816

zbMATH Keywords

Markov chainsquasi-birth-and-death processmatrix-valued orthogonal polynomialsblock-tridiagonal matrixKarlin-McGregor representation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cited in

(20)

• Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices
• The Karlin–McGregor formula for a variant of a discrete version of Walsh's spider
• On the subcritical birth-and-death processes in a random environment
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models
• Characterization by orthogonal polynomial systems of finite Markov chains
• A modification of eigenvalue localization for stochastic matrices
• A Geršgorin-type eigenvalue localization set with n parameters for stochastic matrices
• Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations
• Some comments on quasi-birth-and-death processes and matrix measures
• Stochastic Darboux transformations for quasi-birth-and-death processes and urn models
• Quasi-birth-and-death processes and multivariate orthogonal polynomials
• Birth and death processes, orthogonal polynomials and limiting conditional distributions
• Numerical methods for QBD matrix equations
• scientific article; zbMATH DE number 713449 (Why is no real title available?)
• One-dimensional quantum walks with one defect
• Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization
• Reconstructing the Sanxian's music score by a birth-death matrix
• scientific article; zbMATH DE number 1671338 (Why is no real title available?)
• Matrix Valued Orthogonal Polynomials Arising from Group Representation Theory and a Family of Quasi-Birth-and-Death Processes

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