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A note on the invariant distribution of a quasi-birth-and-death process
(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 ...
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Artículo
Non-commutative Painlevé equations and Hermite-type matrix orthogonal polynomials
(Springer, 2014-03)
We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are ...