@misc{10481/84943, year = {2023}, month = {8}, url = {https://hdl.handle.net/10481/84943}, abstract = {We study a family of quasi-birth-and-death (QBD) processes associated with the so-called first family of Jacobi–Koornwinder bivariate polynomials. These polynomials are orthogonal on a bounded region typically known as the swallow tail. We will explicitly compute the coefficients of the three-term recurrence relations generated by these QBD polynomials and study the conditions under we can produce families of discrete-time QBD processes. Finally, we show an urn model associated with one special case of these QBD processes.}, organization = {IMAG-María de Maeztu CEX2020-001105-M}, organization = {Consejo Nacional de Ciencia y Tecnología A1-S-16202 CONACYT}, organization = {Dirección General de Asuntos del Personal Académico, Universidad Nacional Autónoma de México IN106822 DGAPA, UNAM}, organization = {Fondo de Cooperación Internacional en Ciencia y Tecnología FONCICYT}, organization = {European Regional Development Fund ERDF}, organization = {Junta de Andalucía A-FQM-246-UGR20, PGC2018-094932-B-I00}, publisher = {Springer Nature}, keywords = {Quasi-birth-and-death processes}, keywords = {Multivariate orthogonal polynomials}, keywords = {Jacobi–Koornwinder polynomials}, keywords = {Urn models}, title = {QBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Models}, doi = {10.1007/s00009-023-02486-z}, author = {Fernández Rodríguez, Lidia and De la Iglesia, Manuel D.}, }