The bilateral birth–death chain generated by the associated Jacobi polynomials

DOI10.1111/SAPM.12605MaRDI QIDQ6091773zbMATH OpenFDO

Authors Manuel D. De La Iglesia, Claudia Juarez

Publication date 27 November 2023

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2301.07582

zbMATH Keywords

associated Jacobi polynomialsbilateral birth-death chainsDarboux transformationsorthogonal polynomialsurn models

Mathematics Subject Classification ID

Stochastic matrices (15B51) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under certain restrictions, this will give rise to a doubly infinite tridiagonal stochastic matrix which can be interpreted as the one-step transition probability matrix of a discrete-time bilateral birth-death chain with state space on $mathbbZ$. We also study the unique UL and LU stochastic factorizations of the transition probability matrix, as well as the discrete Darboux transformations and corresponding spectral matrices. Finally, we use all these results to provide an urn model on the integers for the associated Jacobi polynomials.

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Cited in

(2)

• QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models
• Jacobi-Piñeiro Markov chains

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