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The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…

Probability · Mathematics 2026-01-27 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

Spectral and factorization properties of oscillatory matrices leads to a spectral Favard theorem for bounded banded matrices, that admit a positive bidiagonal factorization, in terms of sequences of mixed multiple orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2022-12-21 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

Banded bounded matrices, which represent non normal operators, of oscillatory type that admit a positive bidiagonal factorization are considered. To motivate the relevance of the oscillatory character the Favard theorem for Jacobi matrices…

Classical Analysis and ODEs · Mathematics 2023-07-18 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

Recently a spectral Favard theorem for bounded banded lower Hessenberg matrices that admit a positive bidiagonal factorization was presented. In this paper conditions, in terms of continued fractions, for an oscillatory tetradiagonal…

Classical Analysis and ODEs · Mathematics 2022-10-21 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

This paper serves as an introduction to banded totally positive matrices, exploring various characterizations and associated properties. A significant result within is the demonstration that the collection of such matrices forms a…

Classical Analysis and ODEs · Mathematics 2024-04-23 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

This work extends Favard-type spectral representations for banded matrices $T$ beyond the bounded setting. It assumes that, for every $N\in\mathbb N_0$, there exists a shift $s_N\ge 0$ such that the shifted truncation $A_N:= T^{[N]}+s_N…

Classical Analysis and ODEs · Mathematics 2026-02-04 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

Recently a spectral Favard theorem for bounded banded lower Hessenberg matrices that admit a positive bidiagonal factorization was presented. These type of matrices are oscillatory. In this paper the Lima-Loureiro hypergeometric multiple…

Classical Analysis and ODEs · Mathematics 2022-10-21 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…

Probability · Mathematics 2024-07-11 Amílcar Branquinho , Juan EF Díaz , Ana Foulquié-Moreno , Manuel Mañas

We study the relation between certain non-degenerate lower Hessenberg infinite matrices $\mathcal{G}$ and the existence of sequences of orthogonal polynomials with respect to Sobolev inner products. In other words, we extend the well-known…

Classical Analysis and ODEs · Mathematics 2022-11-11 Hector Pijeira-Cabrera , Laura Decalo-Salgado , Ignacio Perez-Yzquierdo

In this work we survey on connections of Markov chains and the theory of multiple orthogonality. Here we mainly concentrate on give a procedure to generate stochastic tetra diagonal Hessenberg matrices, coming from some specific families of…

Probability · Mathematics 2023-04-11 Amílcar Branquinho , Juan E. F. Díaz , Ana Foulquié-Moren , Manuel Mañas

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

Probability · Mathematics 2022-04-05 Somenath Biswas

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

We provide necessary and sufficient conditions for the Hessenberg recurrence matrix associated with a system of multiple orthogonal polynomials to admit a factorisation as a product of bidiagonal matrices. Using the Gauss-Borel…

Classical Analysis and ODEs · Mathematics 2025-12-17 Amílcar Branquinho , Juan E. F. Díaz , Ana Foulquié-Moreno , Hélder Lima , Manuel Mañas

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

Probability · Mathematics 2010-03-05 Bahar Kaynar , Arno Berger , Theodore P. Hill , Ad Ridder

The central object of study in this paper are infinite banded Hessenberg matrices admitting factorisations as products of bidiagonal matrices. In the two main novel results of this paper, we show that these Hessenberg matrices are…

Classical Analysis and ODEs · Mathematics 2025-05-19 Hélder Lima

The spectral gap of a Markov chain can be bounded by the spectral gaps of constituent "restriction" chains and a "projection" chain, and the strength of such a bound is the content of various decomposition theorems. In this paper, we…

Data Structures and Algorithms · Computer Science 2019-10-14 Sarah Miracle , Amanda Pascoe Streib , Noah Streib

Given a banded matrix $\mathscr{T}_N$ with $p$ subdiagonals and $q$ superdiagonals arising from the Gauss--Borel factorization $\mathscr{M}_N = \mathscr{L}_N^{-1}\mathscr{U}_N^{-1}$ of a moment matrix, this paper constructs explicitly its…

Classical Analysis and ODEs · Mathematics 2026-03-24 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

Probability · Mathematics 2021-11-02 Alexander Veretennikov , Maria Veretennikova
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