Recurrence classification conjecture for dual multiple-orthogonal-polynomial Markov chains

Let κλ\boldsymbol{\kappa}_\lambda be the left eigenvector associated with the dual Markov chains, and let λ\lambda be the parameter used to construct them. The chains are called transient when their expected return behavior is nonrecurrent, positive recurrent when they admit a normalizable steady state, and null recurrent when they are recurrent but have infinite expected return times. Recurrence classification conjecture. If

Δw1(x)1xλdμ(x)\int_\Delta \frac{w_1(x)}{1-\frac{x}{\lambda}}\operatorname{d}\mu(x)

converges, both dual Markov chains are transient and λ\lambda is not a mass point. If the integral diverges, then both chains are ergodic when λ\lambda is a mass point and are null recurrent when λ\lambda is not a mass point. Thus, in the former recurrent case the expected return times are finite, whereas in the latter they are infinite. This conjecture refines the recurrence criterion by relating transience, ergodicity, and null recurrence 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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