Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Manuel D. de la Iglesia"'
Publikováno v:
Symmetry, Integrability and Geometry: Methods and Applications, Vol 7, p 098 (2011)
We give a Riemann-Hilbert approach to the theory of matrix orthogonal polynomials. We will focus on the algebraic aspects of the problem, obtaining difference and differential relations satisfied by the corresponding orthogonal polynomials. We will s
Externí odkaz:
https://doaj.org/article/67e623dbcc684518962864b6e9f5959e
Autor:
Manuel D. de la Iglesia
Publikováno v:
Advances in Applied Probability. 54:1193-1221
We consider the spectral analysis of several examples of bilateral birth–death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some probabilistic pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76b4d379ec0eaea2b1288a74998034c8
https://doi.org/10.1017/apr.2021.64
https://doi.org/10.1017/apr.2021.64
We consider discrete-time birth-death chains on a spider, i.e. a graph consisting of $N$ discrete half lines on the plane that are joined at the origin. This process can be identified with a discrete-time quasi-birth-death process on the state space
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3baaf1f3226c5c039c1499ad1d7442bc
http://arxiv.org/abs/2111.10450
http://arxiv.org/abs/2111.10450
Autor:
Manuel D. de la Iglesia
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1317d15565490fd8a93b3c5a3b9b69b9
https://doi.org/10.1017/9781009030540
https://doi.org/10.1017/9781009030540
Inspired by the classical spectral analysis of birth-death chains using orthogonal polynomials, we study an analogous set of constructions in the context of open quantum dynamics and related walks. In such setting, block tridiagonal matrices and matr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4dfd3bbf7bd1361d2b72008e2953ce4
The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to obtain res
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b64dd69e5d4d552522bfcbe3ca44c6c
Publikováno v:
Journal of Applied Probability. 55:862-886
We consider upper‒lower (UL) (and lower‒upper (LU)) factorizations of the one-step transition probability matrix of a random walk with the state space of nonnegative integers, with the condition that both upper and lower triangular matrices in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4635c05f0e092cd1af73f8b2caa53f64
https://doi.org/10.1017/jpr.2018.55
https://doi.org/10.1017/jpr.2018.55
Publikováno v:
Integral Transforms and Special Functions. 29:699-718
The problem of finding measures whose orthogonal polynomials are also eigenfunctions of higher-order difference operators have been recently solved by multiplying the classical discrete measures by suitable polynomials. This problem was raised by Ric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1d7603efaf4bae1ec948f7fef03b690
https://doi.org/10.1080/10652469.2018.1489805
https://doi.org/10.1080/10652469.2018.1489805