Mass-point conjecture for steady states of dual Markov chains

Let κλ\boldsymbol{\kappa}_\lambda be the nonnegative left eigenvector of the dual multiple stochastic matrices associated with a measure μ\mu and parameter λ\lambda. A mass point is a point satisfying μ({λ})0\mu\big(\{\lambda\}\big)\neq 0. Mass-point conjecture. The vector κλ\boldsymbol{\kappa}_\lambda belongs to 1\ell_1 if and only if λ\lambda is a mass point of μ\mu. Hence, if μ\mu is absolutely continuous and has no singular part, κλ1\boldsymbol{\kappa}_\lambda\notin\ell_1 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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