12 citations · 12 across the 4 of their papers we have counts for
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Spectral analysis of bilateral birth-death processes: some new explicit examples
Manuel D. de la Iglesia
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…
Quasi-birth-and-death processes and multivariate orthogonal polynomials
Lidia Fernández, Manuel D. de la Iglesia
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…
Stochastic Darboux transformations for quasi-birth-and-death processes and urn models
F. Alberto Grunbaum, Manuel D. de la Iglesia
We consider stochastic UL and LU block factorizations of the one-step transition probability matrix for a discrete-time quasi-birth-and-death process, namely a stochastic block tri…
Stochastic LU factorizations, Darboux transformations and urn models
F. Alberto Grünbaum, Manuel D. de la Iglesia
We consider UL (and LU) decompositions of the one-step transition probability matrix of a random walk with state space the nonnegative integers, with the condition that both upper…