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QBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Models

dc.contributor.authorFernández Rodríguez, Lidia 
dc.contributor.authorDe la Iglesia, Manuel D.
dc.date.accessioned2023-10-10T12:40:21Z
dc.date.available2023-10-10T12:40:21Z
dc.date.issued2023-08-30
dc.identifier.citationFernández, L., de la Iglesia, M.D. QBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Models. Mediterr. J. Math. 20, 290 (2023). [https://doi.org/10.1007/s00009-023-02486-z]es_ES
dc.identifier.urihttps://hdl.handle.net/10481/84943
dc.descriptionThe work of the first author was partially supported by FEDER/Junta de Andalucía under the Research Project A-FQM-246-UGR20; MCIN/AEI 10.13039/501100011033 and FEDER funds by PGC2018-094932-B-I00; and IMAG-María de Maeztu Grant CEX2020-001105-M. The work of the second author was partially supported by PAPIIT-DGAPA-UNAM Grant IN106822 (México) and CONACYT Grant A1-S-16202 (México).es_ES
dc.description.abstractWe 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.es_ES
dc.description.sponsorshipIMAG-María de Maeztu CEX2020-001105-Mes_ES
dc.description.sponsorshipConsejo Nacional de Ciencia y Tecnología A1-S-16202 CONACYTes_ES
dc.description.sponsorshipDirección General de Asuntos del Personal Académico, Universidad Nacional Autónoma de México IN106822 DGAPA, UNAMes_ES
dc.description.sponsorshipFondo de Cooperación Internacional en Ciencia y Tecnología FONCICYTes_ES
dc.description.sponsorshipEuropean Regional Development Fund ERDFes_ES
dc.description.sponsorshipJunta de Andalucía A-FQM-246-UGR20, PGC2018-094932-B-I00es_ES
dc.language.isoenges_ES
dc.publisherSpringer Naturees_ES
dc.rightsAtribución 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.subjectQuasi-birth-and-death processeses_ES
dc.subjectMultivariate orthogonal polynomialses_ES
dc.subjectJacobi–Koornwinder polynomialses_ES
dc.subjectUrn modelses_ES
dc.titleQBD Processes Associated with Jacobi–Koornwinder Bivariate Polynomials and Urn Modelses_ES
dc.typejournal articlees_ES
dc.rights.accessRightsopen accesses_ES
dc.identifier.doi10.1007/s00009-023-02486-z
dc.type.hasVersionVoRes_ES


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