Some bivariate stochastic models arising from group representation theory

DOI10.1016/j.spa.2017.10.017zbMath1401.60138arXiv1610.01253OpenAlexW2964149455MaRDI QIDQ1615892

Pablo Román, Manuel D. De La Iglesia

Publication date: 31 October 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.01253

zbMATH Keywords

quasi-birth-and-death processesmatrix-valued orthogonal polynomialsswitching diffusionsWright-Fisher models

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) 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) Diffusion processes (60J60)

Related Items (5)

Quasi-birth-and-death processes and multivariate orthogonal polynomials ⋮ QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models ⋮ Duality and difference operators for matrix valued discrete polynomials on the nonnegative integers ⋮ The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers ⋮ Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations

Uses Software

• DLMF

Cites Work

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