Related papers: Time--space harmonic polynomials relative to a L\'…
By means of a symbolic method, a new family of time-space harmonic polynomials with respect to L\'evy processes is given. The coefficients of these polynomials involve a formal expression of L\'evy processes by which many identities are…
Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the…
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate L\'evy processes can be dealt with as they were martingales. In the univariate case, this family of polynomials is…
In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment…
In this paper we focus on two new families of polynomials which are connected with exponential polynomials and geometric polynomials. We discuss their generalizations and show that these new families of polynomials and their generalizations…
We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…
In this paper we focus on r-geometric polynomials, r-exponential polynomials and their harmonic versions. It is shown that harmonic versions of these polynomials and their generalizations are useful to obtain closed forms of some series…
A class of quantum analogues of compact symmetric spaces of classical type is introduced by means of constant solutions to the reflection equations. Their zonal spherical functions are discussed in connection with $q$-orthogonal…
We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…
We describe a family of polynomials discovered via a particular recursion relation, which have connections to Chebyshev polynomials of the first and the second kind, and the polynomial version of Pell's equation. Many of their properties…
The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.
Let R and S be two irreducible root systems spanning the same vector space and having the same Weyl group W, such that S (but not necessarily R) is reduced. For each such pair (R,S) we construct a family of W-invariant orthogonal…
We define renormalized intersection local times for random interlacements of L\'evy processes in R^{d} and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.
Recursive algebraic construction of two infinite families of polynomials in $n$ variables is proposed as a uniform method applicable to every semisimple Lie group of rank $n$. Its result recognizes Chebyshev polynomials of the first and…
Given a function $b$, holomorphic on the disc and bounded by 1, one can construct an associated reproducing kernel Hilbert space called the de Branges--Rovnyak space $H(b)$. We explore representations of such spaces via descriptions of the…
In this paper, we derive a recurrence relation of anti-forcing polynomial for catacondensed hexagonal systems.
We analyze the effect of symmetrization in the theory of multiple orthogonal polynomials. For a symmetric sequence of type II multiple orthogonal polynomials satisfying a high-term recurrence relation, we fully characterize the Weyl…
Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…
New bispectral polynomials orthogonal on a quadratic bi-lattice are obtained from a truncation of Wilson polynomials. Recurrence relation and difference equation are provided. The recurrence coefficients can be encoded in a perturbed…