Related papers: LU-type factorizations for birth--death processes …
We consider a new way of factorizing the transition probability matrix of a discrete-time birth-death chain on the integers by means of an absorbing and a reflecting birth-death chain to the state 0 and viceversa. First we will consider…
We consider stochastic UL and LU block factorizations of the one-step transition probability matrix for a discrete-time quasi-birth-and-death process, namely a stochastic block tridiagonal matrix. The simpler case of random walks with only…
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.
We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…
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…
In this paper, we continue to study factorization of supersymmetric (SUSY) transformations in one-dimensional Quantum Mechanics into chains of elementary Darboux transformations with nonsingular coefficients. We define the class of…
In this paper we investigate factorizations of polynomials over the ring of dual quaternions into linear factors. While earlier results assume that the norm polynomial is real ("motion polynomials"), we only require the absence of real…
We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under…
For little q-Jacobi polynomials and q-Hahn polynomials we give particular q-hypergeometric series representations in which the termwise q=0 limit can be taken. When rewritten in matrix form, these series representations can be viewed as LU…
We study possible factorizations of supersymmetric (SUSY) transformations in the one-dimensional quantum mechanics into chains of elementary Darboux transformations with nonsingular coefficients. A classification of irreducible (almost)…
We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…
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…
We investigate random minimal factorizations of the $n$-cycle, that is, factorizations of the permutation $(1 \, 2 \cdots n)$ into a product of cycles $\tau_1, \ldots, \tau_k$ whose lengths $\ell(\tau_1), \ldots, \ell(\tau_k)$ verify the…
We give a full description of Darboux transformations of any order for arbitrary (nondegenerate) differential operators on the superline. We show that every Darboux transformation of such operators factorizes into elementary Darboux…
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…
We consider discrete-time birth-death chains on a spider, i.e. a graph consisting of $N$ discrete half lines on the plane that are joined at the origin. This process can be identified with a discrete-time quasi-birth-death process on the…
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…
We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…
Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the…
We analyze Darboux transformations in very general settings for multidimensional linear partial differential operators. We consider all known types of Darboux transformations, and present a new type. We obtain a full classification of all…