Polynomial Transformations of Jacobi Matrices, Matrix valued Orthogonal polynomials and Random Walks
In this paper, we study matrix valued orthogonal polynomials whose block Jacobi matrix is $Θ(J)$, viewed in blocks of size $m=\degΘ$, where $J$ is a tridiagonal Jacobi matrix and $Θ$ is a scalar polynomial. We identify their matrix measure of orthogonality intrinsically as the push-forward, under $Θ$, of a matrix measure constructed from the original scalar orthogonal polynomials. We formulate reducibility in the push-forward variable and prove that the $2\times2$ Hermite family associated with $Θ(x)=x^2+α_1x$ is irreducible for $α_1\neq0$ and reducible for $α_1=0$. This problem is motivated by random walks with transition matrix $Θ(J)$. For these models, we derive scalar and block Karlin--McGregor representations for the powers of $Θ(J)$. We apply the construction to the mixed one- and two-ball Ehrenfest chain, obtaining explicit spectral measures, spectral multiplicities, and transition formulas, and we conclude with the corresponding $k$-ball and multi-ball extensions.