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The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…

Numerical Analysis · Mathematics 2011-12-15 Marko Huhtanen , Allan Perämäki

Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…

Probability · Mathematics 2025-03-18 Shosei Takeda

The study of sequences of polynomials satisfying high order recurrence relations is connected with the asymptotic behavior of multiple orthogonal polynomials, the convergence properties of type II Hermite-Pad\'e approximation, and…

Complex Variables · Mathematics 2016-08-06 D. Barrios Rolanía , J. S. Geronimo , G. López Lagomasino

Sequences of bivariate orthogonal polynomials written as vector polynomials of increasing size satisfy a couple of three term relations with matrix coefficients. In this work, introducing a time-dependent parameter, we analyse a Lax-type…

Classical Analysis and ODEs · Mathematics 2023-11-13 Amílcar Branquinho , Ana Foulquié-Moreno , Teresa E. Pérez , Miguel A. Piñar

This paper classifies the contiguity relations for finite families of polynomials within the ($q$-)Askey scheme. The necessary and sufficient conditions for the existence of these contiguity relations are presented first. These conditions…

Classical Analysis and ODEs · Mathematics 2025-04-30 Nicolas Crampé , Lucia Morey , Luc Vinet , Meri Zaimi

We study matrix three term relations for orthogonal polynomials in two variables constructed from orthogonal polynomials in one variable. Using the three term recurrence relation for the involved univariate orthogonal polynomials, the…

Classical Analysis and ODEs · Mathematics 2016-03-24 Misael Marriaga , Teresa E. Pérez , Miguel A. Piñar

By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…

Combinatorics · Mathematics 2012-04-04 E. Di Nardo , I. Oliva

We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and…

Classical Analysis and ODEs · Mathematics 2015-02-05 Walter Van Assche , Galina Filipuk , Lun Zhang

Recently there has been a renewed interest in an extension of the notion of orthogonal polynomials known as multiple orthogonal polynomials. This notion comes from simultaneous rational approximation (Hermite-Pade approximation) of a system…

Classical Analysis and ODEs · Mathematics 2015-06-26 Walter Van Assche , Els Coussement

It is known that orthogonal polynomials obey a 3 terms recursion relation, as well as a 2x2 differential system. Here, we give an explicit and concise expression of the differential system in terms of the recursion coefficients. This result…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Probability · Mathematics 2010-07-20 Mathieu Rosenbaum , Peter Tankov

We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…

Probability · Mathematics 2023-06-30 Grégoire Véchambre

This paper derives sparse recurrence relations between orthogonal polynomials on a triangle and their partial derivatives, which are analogous to recurrence relations for Jacobi polynomials. We derive these recurrences in a systematic…

Classical Analysis and ODEs · Mathematics 2018-01-30 Sheehan Olver , Alex Townsend , Geoff Vasil

We develop a marking system for an analog of Hasse diagrams of intervals $[u,v]$ with $u\leq v$ in a Hermitian symmetric pair $W/W_J$, and use this to create a closed form algorithm for computing relative R-polynomials. The uniform nature…

Combinatorics · Mathematics 2009-12-01 W. Andrew Pruett

The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…

Quantum Physics · Physics 2009-04-29 Francesco Ticozzi , Michele Pavon

We consider a one-parameter family of nonlinear coherent states by replacing the factorial in coefficients of the canonical coherent states by a specific generalized factorial depending on a parameter gamma. These states are superposition…

Mathematical Physics · Physics 2016-01-05 Khalid Ahbli , Patrick Kayupe Kikodio , Zouhair Mouayn

We study the orthogonal projection of homogeneous polynomials onto the space of homogeneous polyharmonic polynomials. To do this we derive the decomposition of homogeneous polynomials in terms of the Kelvin transform of derivatives of the…

Classical Analysis and ODEs · Mathematics 2023-06-01 Hubert Grzebuła , Sławomir Michalik

We formulate and prove a general recurrence relation that applies to integrals involving orthogonal polynomials and similar functions. A special case are connection coefficients between two sets of orthonormal polynomials, another example…

Classical Analysis and ODEs · Mathematics 2023-08-17 Jing Gao , Arieh Iserles

It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…

Classical Analysis and ODEs · Mathematics 2016-09-06 Antonio J. Durán , Walter Van Assche

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Operator Algebras · Mathematics 2023-04-07 Michael Anshelevich , Zhichao Wang