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

DOI10.1137/080742816zbMATH Open1210.60076OpenAlexW2049521134MaRDI QIDQ3079745FDOQ3079745

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

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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)

Cited In (20)

• 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
• QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• 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
• Numerical methods for QBD matrix equations
• Birth and death processes, orthogonal polynomials and limiting conditional distributions
• Title not available (Why is that?)
• 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
• Matrix Valued Orthogonal Polynomials Arising from Group Representation Theory and a Family of Quasi-Birth-and-Death Processes
• Title not available (Why is that?)
• Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices

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