Polynomial Transformations of Jacobi Matrices, Matrix valued Orthogonal polynomials and Random Walks

P. Roman, S. Menchon, Y. Yin

In this paper, we study matrix valued orthogonal polynomials whose block Jacobi matrix is $\Theta (J)$, viewed in blocks of size $m=\mathrm{deg}\Theta$, where $J$ is a tridiagonal Jacobi matrix and $…