An urn model for the Jacobi-Piñeiro polynomials

DOI10.1090/proc/15910OpenAlexW4206075790MaRDI QIDQ5097347

Manuel D. De La Iglesia, F. Alberto Gruenbaum

Publication date: 23 August 2022

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.00614

zbMATH Keywords

Markov chainsmultiple orthogonal polynomialsurn modelsLu factorizations

Mathematics Subject Classification ID

Factorization of matrices (15A23) 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)

Related Items (3)

Positive bidiagonal factorization of tetradiagonal Hessenberg matrices ⋮ Jacobi-Piñeiro Markov chains ⋮ Hahn multiple orthogonal polynomials of type I: hypergeometric expressions

Cites Work

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• Quasi-birth-and-death processes and multivariate orthogonal polynomials
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Multiple orthogonal polynomials for classical weights
• Stochastic LU factorizations, Darboux transformations and urn models
• Orthogonal Polynomials in the Spectral Analysis of Markov Processes
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• Some classical multiple orthogonal polynomials

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