Related papers: Time--space harmonic polynomials relative to a L\'…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth…
We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…
In this study, it is generalized the concept of Lagrangian mechanics with constraints to complex case. To be beginning, it is considered a Kaehlerian manifold as a velocity-phase space. Then a non-holonomic constraint is given by 1-form on…
In the recent paper by one of the authors (MBS) and A. A. Malykh on the classification of second-order PDEs with four independent variables that possess partner symmetries (J. Phys. A: Math. Theor. Vol. 42 (2009) 395202 (20pp)), mixed…
In this paper we consider several families of potential non-isochronous systems and study their associated period functions. Firstly, we prove some properties of these functions, like their local behavior near the critical point or…
In this note we describe the recursion relations between two parameter HOMLFY and Kauffman polynomials of framed links These relation correspond to embeddings of quantized universal enveloping algebras. The relation corresponding to…
The harmonic polylogarithms (hpl's) are introduced. They are a generalization of Nielsen's polylogarithms, satisfying a product algebra (the product of two hpl's is in turn a combination of hpl's) and forming a set closed under the…
We study the orthogonal complement of the Hilbert subspace considered by by van Eijndhoven and Meyers in [J. Math. Anal. Appl. 146 (1990), no. 1, 89--98} and associated to holomorphic Hermite polynomials. A polyanalytic orthonormal basis is…
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…
This is the first in a series of papers in which we describe explicit structural properties of spaces of diagonal rectangular harmonic polynomials in $k$ sets of $n$ variables, both as $GL_k$-modules and $S_n$-modules, as well as some of…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
We describe the twisted space-time symmetries which imply the quantum Poincar\'{e} covariance of noncommutative Minkowski spaces, with constant, Lie algebraic and quadratic commutators. Further we present the relativistic and…
In this paper, the dynamics of the Chebyshev-Halley family is studied on quadratic polynomials. A singular set, that we call cat set, appears in the parameter space associated to the family. This cat set has interesting similarities with…
We review the status of a program, outlined and motivated in the introduction, for the study of correspondences between spectral invariants of partially hyperbolic flows on locally symmetric spaces and their quantizations. Further we…
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…
This paper is a short introduction to orthogonal polynomials, both the general theory and some special classes. It ends with some remarks about the usage of computer algebra for this theory.
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We study a family of the Laurent biorthogonal polynomials arising from the Hermite continued fraction for a ratio of two complete elliptic integrals. Recurrence coefficients, explicit expression and the weight function for these polynomials…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…