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Keywords = Karlin and McGregor spectral representation

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19 pages, 314 KB  
Article
Multivariate Krawtchouk Polynomials and Composition Birth and Death Processes
by Robert Griffiths
Symmetry 2016, 8(5), 33; https://doi.org/10.3390/sym8050033 - 9 May 2016
Cited by 11 | Viewed by 4486
Abstract
This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of functions defined on each of N multinomial trials. The dual multivariate Krawtchouk polynomials, [...] Read more.
This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of functions defined on each of N multinomial trials. The dual multivariate Krawtchouk polynomials, which also have a polynomial structure, are seen to occur naturally as spectral orthogonal polynomials in a Karlin and McGregor spectral representation of transition functions in a composition birth and death process. In this Markov composition process in continuous time, there are N independent and identically distributed birth and death processes each with support 0 , 1 , . The state space in the composition process is the number of processes in the different states 0 , 1 , . Dealing with the spectral representation requires new extensions of the multivariate Krawtchouk polynomials to orthogonal polynomials on a multinomial distribution with a countable infinity of states. Full article
(This article belongs to the Special Issue Symmetry in Orthogonal Polynomials)
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