Now showing items 1-4 of 4
Some examples of matrix-valued orthogonal functions having a differential and an integral operator as eigenfunctions [Article]
The aim of this paper is to show some examples of matrix-valued orthogonal functions on the real line which are simultaneously eigenfunctions of a second-order differential operator of Schrödinger type and an integral ...
Matrix valued orthogonal polynomials arising from group representation theory and a family of quasi-birth-and-death processes [Article]
(Society for Industrial and Applied Mathematics, 2008)
We consider a family of matrix valued orthogonal polynomials obtained by Pacharoni and Tirao in connection with spherical functions for the pair (SU(N + 1), U(N)); see [I. Pacharoni and J. A. Tirao, Constr. Approx., 25 ...
A note on the invariant distribution of a quasi-birth-and-death process [Article]
(Institute of Physics, 2011)
The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal ...
Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model [Article]
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order ...