Jacobi-Piñeiro Markov chains

DOI10.1007/S13398-023-01510-XMaRDI QIDQ6085366zbMATH OpenOpenAlexFDO

Authors A. Branquinho, Juan Diaz, Ana Foulquié Moreno, Manuel Mañas, Carlos Álvarez-Fernández

Publication date 8 November 2023

Published in Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13398-023-01510-x

zbMATH Keywords

Markov chainsstochastic matricesmultiple orthogonal polynomialsChristoffel-Darboux formulafirst-passage timesrecurrent statesKarlin-McGregor representation formula

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Other special orthogonal polynomials and functions (33C47) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cited in

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• Hypergeometric expressions for type I Jacobi-Piñeiro orthogonal polynomials with arbitrary number of weights

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