# The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers

## TL;DR

This paper explores spectral matrices linked to Darboux transformations of random walks on integers, providing conditions for factorizations, and analyzing how these transformations generate new random walks with altered spectral properties.

## Contribution

It introduces conditions for stochastic factorizations of transition matrices and characterizes the spectral matrices resulting from Darboux transformations of random walks on integers.

## Key findings

- Conditions for stochastic factorizations in terms of continued fractions
- Identification of spectral matrices as conjugations of Geronimus transformations
- Application to random walks with constant transition probabilities

## Abstract

We consider UL and LU stochastic factorizations of the transition probability matrix of a random walk on the integers, which is a doubly infinite tridiagonal stochastic Jacobi matrix. We give conditions on the free parameter of both factorizations in terms of certain continued fractions such that this stochastic factorization is always possible. By inverting the order of the factors (also known as a Darboux transformation) we get new families of random walks on the integers. We identify the spectral matrices associated with these Darboux transformations (in both cases) which are basically conjugations by a matrix polynomial of degree one of a Geronimus transformation of the original spectral matrix. Finally, we apply our results to the random walk with constant transition probabilities with or without an attractive or repulsive force.