Random walks and orthogonal polynomials: some challenges

MaRDI QIDQ3536015zbMATH OpenFDO

Authors F. Alberto Grünbaum

Publication date 17 November 2008

Full work available at URL https://arxiv.org/abs/math/0703375, http://www.msri.org/communications/books/Book55/

zbMATH Keywords

Markov chainsorthogonal polynomialsrecurrence relations

Mathematics Subject Classification ID

Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited in

(28)

• Matrix differential equations and scalar polynomials satisfying higher order recursions
• Orthogonality and probability: beyond nearest neighbor transitions
• Analysis of random walks using orthogonal polynomials
• Random walk polynomials and random walk measures
• Trigonometric polynomials and multidimensional random walks: Application to the ergodic theory
• Open quantum random walks on the half-line: the Karlin-McGregor formula, path counting and Foster's theorem
• Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\)
• Staircase patterns in words: subsequences, subwords, and separation number
• Commuting birth-and-death processes
• On a property of random walk polynomials involving Christoffel functions
• The Darboux process and a noncommutative bispectral problem: some explorations and challenges
• Characterization by orthogonal polynomial systems of finite Markov chains
• Random matrices, nonbacktracking walks, and orthogonal polynomials
• The Karlin–McGregor formula for a variant of a discrete version of Walsh's spider
• On Sieved Orthogonal Polynomials II: Random Walk Polynomials
• Stochastic LU factorizations, Darboux transformations and urn models
• Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations
• Krawtchouk transforms and convolutions
• An urn model for the Jacobi-Piñeiro polynomials
• Birth and death processes and quantum spin chains
• Classical and quantum walks on paths associated with exceptional Krawtchouk polynomials
• Study of an example of Markov chains involving Chebyshev polynomials
• QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models
• Jacobi-Piñeiro Markov chains
• The bilateral birth–death chain generated by the associated Jacobi polynomials
• Some comments on quasi-birth-and-death processes and matrix measures
• Finite Markov chains and multiple orthogonal polynomials
• A trigonometric variant of Ehrenfest's chain

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