Related papers: Stochastic Darboux transformations for quasi-birth…
LU-factorization of matrices is one of the fundamental algorithms of linear algebra. The widespread use of supercomputers with distributed memory requires a review of traditional algorithms, which were based on the common memory of a…
Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…
A general theorem on factorization of matrices with polynomial entries is proven and it is used to reduce polynomial Darboux matrices to linear ones. Some new examples of linear Darboux matrices are discussed.
The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…
This paper analyzes the dynamics of a level-dependent quasi-birth-death process ${\cal X}=\{(I(t),J(t)): t\geq 0\}$, i.e., a bi-variate Markov chain defined on the countable state space $\cup_{i=0}^{\infty} l(i)$ with $l(i)=\{(i,j) :…
We use methods from combinatorics and algebraic statistics to study analogues of birth-and-death processes that have as their state space a finite subset of the $m$-dimensional lattice and for which the $m$ matrices that record the…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss--Borel factorization of two, left and a right, Cantero-Morales-Velazquez block moment matrices, which are…
Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…
We introduce a couple of methods to construct exceptional matrix polynomials. One of them uses what we have called quasi-Darboux transformations. This seems to be a more powerful method to deal with the non-commutativity problems that…
We show that simple stochastic models of genome evolution lead to power law asymptotics of protein domain family size distribution. These models, called Birth, Death and Innovation Models (BDIM), represent a special class of balanced…
We construct new quasi-exactly solvable one-dimensional potentials through Darboux transformations. Three directions are investigated: Reducible and two types of irreducible second-order transformations. The irreducible transformations of…
Let d\mu(t) be a probability measure on [0,+\infty) such that its moments are finite. Then the Cauchy-Stieltjes transform S of d\mu(t) is a Stieltjes function, which admits an expansion into a Stieltjes continued fraction. In the present…
Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements -…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…
Darboux transformation plays a key role in constructing explicit closed-form solutions of completely integrable systems. This paper provides an algebraic construction of generalized Darboux matrices with the same poles for the $2\times2$…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
Elementary Darboux--Laplace transformations for semidiscrete and discrete second order hyperbolic operators are classified. It is proved that in the (semi)-discrete case there are two types of elementary Darboux--Laplace transformations as…
Unitary $k$-designs are probabilistic ensembles of unitary matrices whose first $k$ statistical moments match that of the full unitary group endowed with the Haar measure. In prior work, we showed that the automorphism group of classical…