Related papers: Time--space harmonic polynomials relative to a L\'…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we explore those of the Racah and $q$-Racah types. For the…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
In this paper, we take advantage of the Mellin type derivative to produce some new families of polynomials whose coefficients involve r-Lah numbers. One of these polynomials leads to rediscover many of the identities of r-Lah numbers. We…
We study the Dickson polynomials of the (k+1)-th kind over the field of complex numbers. We show that they are a family of co-recursive orthogonal polynomials with respect to a quasi-definite moment functional L_{k}. We find an integral…
Two families (type $A$ and type $B$) of confluent hypergeometric polynomials in several variables are studied. We describe the orthogonality properties, differential equations, and Pieri type recurrence formulas for these families. In the…
We explore in this paper some orthogonal polynomials which are naturally associated to certain families of coherent states, often referred to as nonlinear coherent states in the quantum optics literature. Some examples turn out to be known…
We investigate the space-time regularity of the local time associated to Volterra-L\'evy processes, including Volterra processes driven by $\alpha$-stable processes for $\alpha\in(0,2]$. We show that the spatial regularity of the local time…
We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…
We present an algorithm for finding all time-reversible systems within a given family of 2-dim systems of ODE's whose right-hand sides are polynomials. We also study an interconnection of time-reversibility and invariants of a subgroup of…
We consider the family of polynomials $p_{n}\left( x;z\right) ,$ orthogonal with respect to the inner product \[ \left\langle f,g\right\rangle = \int_{-z}^{z} f\left( x\right) g\left( x\right) e^{-x^{2}} \,dx. \] We show some properties…
We discuss as a fundamental characteristic of orthogonal polynomials like the existence of a Lie algebra behind them, can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we put…
The construction of oscillator-like systems connected with the given set of orthogonal polynomials and coherent states for such systems developed by authors is extended to the case of the systems with finite-dimensional state space. As…
Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…
The relation between the spectral decomposition of a self-adjoint operator which is realizable as a higher order recurrence operator and matrix-valued orthogonal polynomials is investigated. A general construction of such operators from…
Long-time limit of one-dimensional L\'{e}vy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
Orthogonal polynomials are of fundamental importance in many fields of mathematics and science, therefore the study of a particular family is always relevant. In this manuscript, we present a survey of some general results of the Hermite…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson, Askey-Wilson, Racah and $q$-Racah types. In this paper we explore those of the Meixner-Pollaczek and…
Orthogonal q-polynomials associated with q-Laguerre-Hahn form will be studied as a generalization of the q-semiclassical forms via a suitable q-difference equation. The concept of class and a criterion to determinate it will be given. The…
In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…