Jacobi-Piñeiro Markov chains
DOI10.1007/S13398-023-01510-XzbMATH Open1527.15038OpenAlexW4388269140MaRDI QIDQ6085366FDOQ6085366
Juan Diaz, Ana Foulquié Moreno, Manuel Mañas, A. Branquinho, 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
Markov chainsstochastic matricesmultiple orthogonal polynomialsChristoffel-Darboux formulafirst-passage timesrecurrent statesKarlin-McGregor representation formula
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 (1)
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