3 papers
math.PR2023
The bilateral birth-death chain generated by the associated Jacobi polynomials
Manuel D. de la Iglesia, Claudia Juarez
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 b…
math.PR2020
Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations
Manuel D. de la Iglesia, Claudia Juarez
We consider a new way of factorizing the transition probability matrix of a discrete-time birth-death chain on the integers by means of an absorbing and a reflecting birth-death ch…
math.CA2019
The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers
Manuel D. de la Iglesia, Claudia Juarez
We consider UL and LU stochastic factorizations of the transition probability matrix of a random walk on the integers, which is a doubly infinite tridiagonal stochastic Jacobi matr…