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Multivariate Kawtchouk polynomials as Birth and Death polynomials

Classical Analysis and ODEs 2023-10-10 v2 Mathematical Physics math.MP Probability

Abstract

Multivariate Krawtchouk polynomials are constructed explicitly as Birth and Death polynomials, which have the nearest neighbour interactions. They form the complete set of eigenpolynomials of a birth and death process with the birth and death rates at population x=(x1,,xn)x=(x_1,\ldots,x_n) are Bj(x)=(Ni=1nxi)B_j(x)=\bigl(N-\sum_{i=1}^nx_i\bigr) and Dj(x)=pi1xjD_j(x)=p_i^{-1}x_j, 0<pj0<p_j, j=1,,nj=1,\ldots,n. The corresponding stationary distribution is the multinomial distribution with the probabilities {ηi}\{\eta_i\}, ηi=pi/(1+j=1npj)\eta_i= p_i/(1+\sum_{j=1}^np_j). The polynomials, depending on n+1n+1 parameters ({pi}\{p_i\} and NN), satisfy the difference equation with the coefficients Bj(x)B_j(x) and Dj(x)D_j(x) j=1,,nj=1,\ldots,n, which is the straightforward generalisation of the difference equation governing the single variable Krawtchouk polynomials. The polynomials are truncated (n+1,2n+2)(n+1,2n+2) hypergeometric functions of Aomoto-Gelfand. The divariate Rahman polynomials are identified as the dual polynomials with a special parametrisation.

Keywords

Cite

@article{arxiv.2305.08581,
  title  = {Multivariate Kawtchouk polynomials as Birth and Death polynomials},
  author = {Ryu Sasaki},
  journal= {arXiv preprint arXiv:2305.08581},
  year   = {2023}
}

Comments

LaTeX 28 pages, no figure, 2n parameter -> n parameter, one reference and one comment added, typo corrected

R2 v1 2026-06-28T10:34:38.567Z