Multivariate Krawtchouk polynomials and composition birth and death processes

TL;DR

This paper introduces multivariate Krawtchouk polynomials, explores their properties, and demonstrates their role as spectral orthogonal polynomials in a composition birth and death process with countably infinite states.

Contribution

It extends multivariate Krawtchouk polynomials to infinite state spaces and links them to spectral analysis of composition birth and death processes.

Findings

Defined multivariate Krawtchouk polynomials on multinomial distributions

Identified dual polynomials as spectral orthogonal polynomials in birth-death processes

Extended polynomials to countably infinite state spaces

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, 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.