Paseantes aleatorios y polinomios ortogonales múltiples
J. E. Fernández Díaz
El estudio de los procesos de nacimiento y muerte está ligado a la teoría de polinomios ortogonales desde los trabajos de Karlin y McGregor. Esta relación deriva de la cercana conexión entre las matrices estocásticas que describen dichos procesos y las matrices tridiagonales de Jacobi que describen las relaciones de recurrencia de los polinomios.
En este trabajo se busca ampliar esta relación para paseantes aleatorios más allá de las cadenas de nacimiento y muerte, es decir, con probabilidad de transición más allá de los primeros vecinos. Esto se puede lograr mediante el uso de polinomios ortogonales múltiples, los cuales, son una generalización de los polinomios ortogonales usuales.
Keywords: cadenas de Markov, matrices estocásticas, paseantes aleatorios, polinomios ortogonales múltiples, matrices de Jacobi
Scheduled
Stochastic processes
June 9, 2022 10:10 AM
A11
Other papers in the same session
J. E. Ruiz Castro, C. J. Acal González, M. Dawabsha
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