Multi-indexed Orthogonal Polynomials of a Discrete Variable and Exactly Solvable Birth and Death Processes

Abstract

We present the case-(1) multi-indexed orthogonal polynomials of a discrete variable for 8 types ((dual)($q$-)Hahn, three kinds of $q$-Krawtchouk and $q$-Meixner). Based on them and the case-(1) multi-indexed orthogonal polynomials of Racah, $q$-Racah, Meixner, little $q$-Jacobi and little $q$-Laguerre types, exactly solvable continuous time birth and death processes are obtained. Their discrete time versions (Markov chains) are also obtained for finite types.