Related papers: Time--space harmonic polynomials relative to a L\'…
It is shown that the Husimi representations of chaotic eigenstates are strongly correlated along classical trajectories. These correlations extend across the whole system size and, unlike the corresponding eigenfunction correlations in…
The aim of this paper is to derive (by using two operators, representable by a Jacobi matrix) a family of q-orthogonal polynomials, which turn to be dual to alternative q-Charlier polynomials. A discrete orthogonality relation and a…
Let $(X_t)_{t\ge0}$ denote a non-commutative monotone L\'evy process. Let $\omega=(\omega(t))_{t\ge0}$ denote the corresponding monotone L\'evy noise.. A continuous polynomial of $\omega$ is an element of the corresponding non-commutative…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
We study a family of bivariate orthogonal polynomials associated to the deltoid curve. These polynomials arise when classifying bivariate diffusion operators that have discrete spectral decomposition given by orthogonal polynomials with…
We describe some examples of classical and explicit h-transforms as particular cases of a general mechanism, which is related to the existence of symmetric diffusion operators having orthogonal polynomials as spectral decomposition.
Several stochastic processes related to transient L\'evy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
In this manuscript, we study the arrangements of the roots in the complex plane for the lacunary harmonic polynomials called harmonic trinomials. We provide necessary and sufficient conditions so that two general harmonic trinomials have…
This note provides a factorization of a L\'evy pocess over a phase-type horizon $\tau$ given the phase at the supremum, thereby extending the Wiener-Hopf factorization for $\tau$ exponential. One of the factors is defined using time…
The study of $-1$ orthogonal polynomials viewed as $q =-1$ limits of the $q$-orthogonal polynomials is pursued. This paper present the continuous polynomials part of the $-1$ analog of the $q$-Askey scheme. A compendium of the properties of…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
Given two quasi-definite moment functionals, the corresponding orthogonal polynomial systems satisfy an algebraic differential relation(called an extended coherent pair). We study generalizing extended coherent pairs that unify extended…
Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are…
We describe the solutions to a family of rotationally symmetric second order partial differential equations in the complex plane that arises from a four-dimensional complex Lie algebra whose spanning set generates the algebra from which…
By using the Szeg\H{o}'s transformation we deduce new relations between the recurrence coefficients for orthogonal polynomials on the real line and the Verblunsky parameters of orthogonal polynomials on the unit circle. Moreover, we study…
Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models,…
This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and…
The aim of this paper is to give some combinatorial relations linked polynomials generalizing those of Appell type to the partial r-Bell polynomials. We give an inverse relation, recurrence relations involving some family of polynomials and…
In this paper we introduce a new sequence of polynomials, which follow the same recursive rule of the well-known Lucas-Lehmer integer sequence. We show the most important properties of this sequence, relating them to the Chebyshev…