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Positive Bidiagonal Factorizations for Banded Markov Processes

Mañas, Manuel
arXiv (All) · Papers
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15b4847b3660j10classical-analysis-and-odesmathematical-physicsprobabilityspectral-theory
An ordered positive bidiagonal factorization (PBF) is used to develop a spectral and probabilistic theory for Markov transition matrices of arbitrary finite bandwidth. The factors determine two families of mixed-type multiple orthogonal polynomials, an entrywise positive $q\times p$ matrix of measur
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