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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…