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QBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Models

عمليات QBD المرتبطة بنماذج Jacobi - Koornwinder ثنائية المتغيرات متعددة الحدود ونماذج URN
Authors: Sara Fernández; Manuel D. de la Iglesia;

QBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Models

Abstract

Resumen Estudiamos una familia de procesos cuasi-nacimiento-y-muerte (QBD) asociados con la llamada primera familia de polinomios bivariados de Jacobi-Koornwinder. Estos polinomios son ortogonales en una región delimitada típicamente conocida como la cola de golondrina. Calcularemos explícitamente los coeficientes de las relaciones de recurrencia de tres términos generadas por estos polinomios QBD y estudiaremos las condiciones bajo las que podemos producir familias de procesos QBD en tiempo discreto. Por último, mostramos un modelo de URN asociado a un caso especial de estos procesos QBD.

Résumé Nous étudions une famille de processus de quasi-naissance et de mort (QBD) associés à la dite première famille de polynômes bivariés de Jacobi-Koornwinder. Ces polynômes sont orthogonaux sur une région délimitée généralement connue sous le nom de queue d'hirondelle. Nous calculerons explicitement les coefficients des relations de récurrence à trois termes générées par ces polynômes QBD et étudierons les conditions dans lesquelles nous pouvons produire des familles de processus QBD à temps discret. Enfin, nous montrons un modèle URN associé à un cas particulier de ces processus QBD.

Abstract We study a family of quasi-birth-and-death (QBD) processes associated with the so-called first family of Jacobi–Koornwinder bivariate polynomials. These polynomials are orthogonal on a bounded region typically known as the swallow tail. We will explicitly compute the coefficients of the three-term recurrence relations generated by these QBD polynomials and study the conditions under we can produce families of discrete-time QBD processes. Finally, we show an urn model associated with one special case of these QBD processes.

ندرس عائلة من عمليات شبه الولادة والموت (QBD) المرتبطة بما يسمى العائلة الأولى من متعددات الحدود جاكوبي كورنويندر ثنائية المتغيرات. هذه متعددات الحدود متعامدة على منطقة محددة تعرف عادة باسم ذيل السنونو. سنقوم صراحة بحساب معاملات علاقات التكرار ثلاثية المدى التي تم إنشاؤها بواسطة متعددات الحدود QBD هذه ودراسة الظروف في ظلها يمكننا إنتاج عائلات من عمليات QBD في وقت منفصل. أخيرًا، نعرض نموذج جرة مرتبط بحالة خاصة واحدة من عمليات QBD هذه.

Keywords

Statistics and Probability, Orthogonal polynomials, Applied Mathematics, Statistics, Pure mathematics, Combinatorial Mathematics and Algebraic Combinatorics, Mathematical analysis, Orthogonal Polynomials, Random Matrix Theory and Its Applications, Bounded function, Bivariate analysis, Discrete orthogonal polynomials, Combinatorics, Physical Sciences, Jacobi polynomials, FOS: Mathematics, Discrete Mathematics and Combinatorics, Macdonald polynomials, Mathematics, Koornwinder polynomials

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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Average
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