arXiv subjects

Manuel D. de la Iglesia

Publications and source records attributed to Manuel D. de la Iglesia.

At least 19 recordsLinked to original sources

arXiv2025

Exact solutions of open quantum Brownian motions on the real line for two-level systems

We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the associated master equation and study its formulation as a generalized parabolic system. Employing Fourier transform methods, we derive exact analytical solutions for one-dimensional evolutions of particles with two-level internal degree of freedom.

quant-ph↗

arXiv2023

The bilateral birth-death chain generated by the associated Jacobi polynomials

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 certain restrictions, this will give rise to a doubly infinite tridiagonal stochastic matrix which can be interpreted as the one-step transition probability matrix of a discrete-time bilateral birth-death chain with state space on $\mathbb{Z}$. We also study the unique UL and LU stochastic factorizations of the transition probability matrix, as well as the discrete Darboux transformations and corresponding spectral matrices. Finally, we use all these results to provide an urn model on the integers for the associated Jacobi polynomials.

math.PR↗

arXiv2022

QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models

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.

math.CA↗

arXiv2022

Quantum Markov chains on the line: matrix orthogonal polynomials, spectral measures and their statistics

Inspired by the classical spectral analysis of birth-death chains using orthogonal polynomials, we study an analogous set of constructions in the context of open quantum dynamics and related walks. In such setting, block tridiagonal matrices and matrix-valued orthogonal polynomials are the natural objects to be considered. We recall the problems of the existence of a matrix of measures or weight matrix together with concrete calculations of basic statistics of the walk, such as site recurrence and first passage time probabilities, with these notions being defined in terms of a quantum trajectories formalism. The discussion concentrates on the models of quantum Markov chains, due to S. Gudder, and on the particular class of open quantum walks, due to S. Attal et al. The folding trick for birth-death chains on the integers is revisited in this setting together with applications of the matrix-valued Stieltjes transform associated with the measures, thus extending recent results on the subject. Finally, we consider the case of non-symmetric weight matrices and explore some examples.

math-ph↗

arXiv2021

Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization

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 state space $\mathbb{N}_0 \times \{1, 2, \dots, N\},$ represented by a block tridiagonal transition probability matrix. We prove that we can analyze this process by using spectral methods and obtain the $n$-step transition probabilities in terms of a weight matrix and the corresponding matrix-valued orthogonal polynomials (the so-called Karlin-McGregor formula). We also study under what conditions we can get a reflecting-absorbing factorization of the birth-death chain on a spider which can be seen as a stochastic UL block factorization of the transition probability matrix of the quasi-birth-death process. With this factorization we can perform a discrete Darboux transformation and get new families of "almost" birth-death chains on a spider. The spectral matrix associated with the Darboux transformation will be a Geronimus transformation of the original spectral matrix. Finally, we apply our results to the random walk on a spider, i.e. with constant transition probabilities.

math.PR↗

arXiv2021

Spectral analysis of bilateral birth-death processes: some new explicit examples

We consider the spectral analysis of several examples of bilateral birth-death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some probabilistic properties of the processes, like recurrence, the invariant distribution (if it exists) or the probability current.

math.PR↗

arXiv2021

An urn model for the Jacobi-Piñeiro polynomials

The list of physically motivated urn models that can be solved in terms of classical orthogonal polynomials is very small. It includes a model proposed by D. Bernoulli and further analyzed by S. Laplace and a model proposed by P. and T. Ehrenfest and eventually connected with the Krawtchouk and Hahn polynomials. This connection was reversed recently in the case of the Jacobi polynomials where a rather contrived, and later a simpler urn model was proposed. Here we consider an urn model going with the Jacobi-Piñeiro multiple orthogonal polynomials. These polynomials have recently been put forth in connection with a stochastic matrix.

math.PR↗

arXiv2020

Bispectral Jacobi type polynomials

We study the bispectrality of Jacobi type polynomials, which are eigenfunctions of higher-order differential operators and can be defined by taking suitable linear combinations of a fixed number of consecutive Jacobi polynomials. Jacobi type polynomials include, as particular cases, the Krall-Jacobi polynomials. As the main results we prove that the Jacobi type polynomials always satisfy higher-order recurrence relations (i.e., they are bispectral). We also prove that the Krall-Jacobi families are the only Jacobi type polynomials which are orthogonal with respect to a measure on the real line.

math.CA↗

arXiv2020

Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations

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 reflecting-absorbing factorizations of birth-death chains on the integers. We give conditions on the two free parameters such that each of the factors is a stochastic matrix. By inverting the order of the factors (also known as a Darboux transformation) we get new families of "almost" birth-death chains on the integers with the only difference that we have new probabilities going from the state $1$ to the state $-1$ and viceversa. On the other hand an absorbing-reflecting factorization of birth-death chains on the integers is only possible if both factors are splitted into two separated birth-death chains at the state $0$. Therefore it makes more sense to consider absorbing-reflecting factorizations of "almost" birth-death chains with extra transitions between the states $1$ and $-1$ and with some conditions. This factorization is now unique and by inverting the order of the factors we get a birth-death chain on the integers. In both cases we identify the spectral matrices associated with the Darboux transformation, the first one being a Geronimus transformation and the second one a Christoffel transformation of the original spectral matrix. We apply our results to examples of chains with constant transition probabilities.

math.PR↗

arXiv2020

Quasi-birth-and-death processes and multivariate orthogonal polynomials

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to obtain results about recurrence and the invariant measure of these processes in terms of the spectral measure supported on some domain $Ω\subset\mathbb{R}^d$. Afterwards, we will apply our results to several examples of bivariate orthogonal polynomials, namely product orthogonal polynomials, orthogonal polynomials on a parabolic domain and orthogonal polynomials on the triangle. We will focus on linear combinations of the Jacobi matrices generated by these polynomials and produce families of either continuous or discrete-time QBD processes. Finally, we show some urn models associated with these QBD processes.

math.PR↗

arXiv2019

The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers

We consider UL and LU stochastic factorizations of the transition probability matrix of a random walk on the integers, which is a doubly infinite tridiagonal stochastic Jacobi matrix. We give conditions on the free parameter of both factorizations in terms of certain continued fractions such that this stochastic factorization is always possible. By inverting the order of the factors (also known as a Darboux transformation) we get new families of random walks on the integers. We identify the spectral matrices associated with these Darboux transformations (in both cases) which are basically conjugations by a matrix polynomial of degree one of a Geronimus transformation of the original spectral matrix. Finally, we apply our results to the random walk with constant transition probabilities with or without an attractive or repulsive force.

math.CA↗

arXiv2019

Bispectral Laguerre type polynomials

We study the bispectrality of Laguerre type polynomials, which are defined by taking suitable linear combinations of a fixed number of consecutive Laguerre polynomials. These Laguerre type polynomials are eigenfunctions of higher-order differential operators and include, as particular cases, the Krall-Laguerre polynomials. As the main results, we prove that these Laguerre type polynomials always satisfy higher-order recurrence relations (i.e., they are bispectral). We also prove that the Krall-Laguerre families are the only polynomials which are orthogonal with respect to a measure on the real line.

math.CA↗

arXiv2018

The Toda and Painlevé Systems Associated with Semiclassical Matrix-Valued Orthogonal Polynomials of Laguerre Type

Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Laguerre type.

math-ph↗

arXiv2018

On difference operators for symmetric Krall-Hahn polynomials

The problem of finding measures whose orthogonal polynomials are also eigenfunctions of higher-order difference operators have been recently solved by multiplying the classical discrete measures by suitable polynomials. This problem was raised by Richard Askey in 1991. The case of the Hahn family is specially rich due to the number of parameters involved. These suitable polynomials are in the Hahn case generated from a quartet $F_1,F_2,F_3$ and $F_4$ of finite sets of positive integers. In this paper, we show that the order of the corresponding difference operators can be reduced by assuming certain symmetries on both, the parameters of the Krall-Hahn family and the associated quartet $F_1,F_2,F_3$ and $F_4$.

math.CA↗

arXiv2018

Stochastic Darboux transformations for quasi-birth-and-death processes and urn models

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 nearest neighbors transitions gives a unique LU factorization and a one-parameter family of factorizations in the UL case. The block structure considered here yields many more possible factorizations resulting in a much enlarged class of potential applications. By reversing the order of the factors (also known as a Darboux transformation) we get new families of quasi-birth-and-death processes where it is possible to identify the matrix-valued spectral measures in terms of a Geronimus (UL) or a Christoffel (LU) transformation of the original one. We apply our results to one example going with matrix-valued Jacobi polynomials arising in group representation theory. We also give urn models for some particular cases.

math.PR↗

arXiv2017

Stochastic LU factorizations, Darboux transformations and urn models

We consider UL (and LU) decompositions of the one-step transition probability matrix of a random walk with state space the nonnegative integers, with the condition that both upper and lower triangular matrices in the factorization are also stochastic matrices. We give conditions on the free parameter of the UL factorization in terms of certain continued fraction such that this stochastic factorization is possible. By inverting the order of multiplication (also known as a Darboux transformation) we get a new family of random walks where it is possible the identify the spectral measures in terms of a Geronimus transformation. The same can be done for the LU factorization but now without a free parameter. Finally, we apply our results in two examples, the random walk with constant transition probabilities and the random walk generated by the Jacobi orthogonal polynomials. In both situations we give urn models associated with all the random walks in question.

math.PR↗

arXiv2016

Some bivariate stochastic models arising from group representation theory

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching diffusion processes), while the second component (phase) will always be discrete and finite. The infinitesimal operators of these processes will be now matrix-valued (either a block tridiagonal matrix or a matrix-valued second-order differential operator). The matrix-valued spherical functions associated to the compact symmetric pair $(\mathrm{SU}(2)\times \mathrm{SU}(2), \mathrm{diag} \, \mathrm{SU}(2))$ will be eigenfunctions of these infinitesimal operators, so we can perform spectral analysis and study directly some probabilistic aspects of these processes. Among the models we study there will be rational extensions of the one-server queue and Wright-Fisher models involving only mutation effects.

math.PR↗

arXiv2015

Differential equations for discrete Jacobi-Sobolev orthogonal polynomials

The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Jacobi-Sobolev bilinear form with mass point at $-1$ and/or $+1$. In particular, we construct the orthogonal polynomials using certain Casorati determinants. Using this construction, we prove that when the Jacobi parameters $α$ and $β$ are nonnegative integers the Jacobi-Sobolev orthogonal polynomials are eigenfunctions of a differential operator of finite order (which will be explicitly constructed). Moreover, the order of this differential operator is explicitly computed in terms of the matrices which define the discrete Jacobi-Sobolev bilinear form.

math.CA↗