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math.PR2023★ 1 cited
Finite Markov chains and multiple orthogonal polynomials
Amílcar Branquinho, Juan EF Díaz, Ana Foulquié-Moreno +1
This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials a…
math.PR2023★ 1 cited
Markov Chains and Multiple Orthogonality
Amílcar Branquinho, Juan E. F. Díaz, Ana Foulquié-Moren +1
In this work we survey on connections of Markov chains and the theory of multiple orthogonality. Here we mainly concentrate on give a procedure to generate stochastic tetra diagona…