Jacobi-Piñeiro Markov chains

DOI10.1007/s13398-023-01510-xzbMath1527.15038OpenAlexW4388269140MaRDI QIDQ6085366

Juan E. F. Díaz, Ana Foulquié Moreno, Manuel Mañas, Amílcar 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

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) 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) Other special orthogonal polynomials and functions (33C47) Stochastic matrices (15B51)

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