Matrix Valued Orthogonal Polynomials Arising from Group Representation Theory and a Family of Quasi-Birth-and-Death Processes
From MaRDI portal
Publication:3624866
DOI10.1137/070697604zbMath1163.60033OpenAlexW2077854454MaRDI QIDQ3624866
Manuel D. De La Iglesia, F. Alberto Gruenbaum
Publication date: 30 April 2009
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://idus.us.es/xmlui/handle/11441/42413
Markov chainsquasi-birth-and-death processesmatrix valued orthogonal polynomialsblock tridiagonal transition matrix
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
Related Items
Some bivariate stochastic models arising from group representation theory, ONE-DIMENSIONAL QUANTUM WALKS WITH ONE DEFECT, Orthogonal matrix polynomials satisfying differential equations with recurrence coefficients having non-scalar limits, The Darboux process and a noncommutative bispectral problem: some explorations and challenges, Quasi-birth-and-death processes and multivariate orthogonal polynomials, Some comments on quasi-birth-and-death processes and matrix measures, QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models, Duality and difference operators for matrix valued discrete polynomials on the nonnegative integers, The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers, Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model, Elementary examples of solutions to Bochner's problem for matrix differential operators, Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations, Matrix polynomials orthogonal with respect to a non-symmetric matrix of measures, Matrix differential equations and scalar polynomials satisfying higher order recursions, Stochastic Darboux transformations for quasi-birth-and-death processes and urn models, Constructing orthogonal matrix polynomials satisfying differential equations from two different Laguerre weights, Structural formulas for matrix-valued orthogonal polynomials related to \(2\times 2\) hypergeometric operators
