Mass-point conjecture for steady states of dual Markov chains
Mass-point conjecture for steady states of dual Markov chains
Let be the nonnegative left eigenvector of the dual multiple stochastic matrices associated with a measure and parameter . A mass point is a point satisfying . Mass-point conjecture. The vector belongs to if and only if is a mass point of . Hence, if is absolutely continuous and has no singular part, and a recurrent Markov chain is null recurrent. The conjecture extends the corresponding birth-and-death-chain phenomenon to the multiple orthogonal setting and links finite steady states to mass points of the measure.
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Primary source
Amílcar Branquinho, Ana Foulquié-Moreno, Manuel Mañas, Carlos Álvarez-Fernández and Juan E. Fernández-Díaz, “Multiple Orthogonal Polynomials and Random Walks”, arXiv:2103.13715 (2021).
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