Related papers: Time--space harmonic polynomials relative to a L\'…
We give a survey of the connection between orthogonal polynomials, Toda lattices and related lattices, and Painlev\'e equations (discrete and continuous).
We investigate polynomials that satisfy simultaneous orthogonality conditions with respect to several measures on the unit circle. We generalize the direct and inverse Szeg\H{o} recurrence relations, identify the analogues of the Verblunsky…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…
We consider the exactly solvable quantum mechanical systems whose eigenfunctions are described by the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. Corresponding to the recurrence relations with…
This paper deals with the dynamics of time-reversible Hamiltonian vector fields with 2 and 3 degrees of freedom around an elliptic equilibrium point in presence of symplectic involutions. The main results discuss the existence of…
In this paper the general Krall-type Askey-Wilson polynomials are introduced. These polynomials are obtained from the Askey-Wilson polynomials via the addition of two mass points to the weight function of them at the points $\pm1$. Several…
For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment…
Limiting cases are studied of the Koornwinder-Macdonald multivariable generalization of the Askey-Wilson polynomials. We recover recently and not so recently introduced families of hypergeometric orthogonal polynomials in several variables…
Shifting by \pm 1 powers sums: p_i \to p_i \pm 1 induces a transformation on symmetric functions that we detail in the case of Hall-Littlewood polynomials. By iteration, this gives a description of these polynomials in terms of plane…
We investigate the uniform asymptotic of some Sobolev orthogonal polynomials. Three term recurrence relation is given, moreover we give a recurrence relation between the so-called Sobolev orthogonal polynomials and Freud orthogonal…
In this article we apply the duality technique of R. Howe to study the structure of the Weyl algebra. We introduce a one-parameter family of ``ordering maps'', where by an ordering map we understand a vector space isomorphism of the…
Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…
For refracted spectrally negative L\'evy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit times. Such quantities are expressed in terms of unique…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
We study a family of orthogonal polynomials which generalizes a sequence of polynomials considered by L. Carlitz. We show that they are a special case of the Sheffer polynomials and point out some interesting connections with certain…
In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is…
For several computational problems in homotopy theory, we obtain algorithms with running time polynomial in the input size. In particular, for every fixed k>1, there is a polynomial-time algorithm that, for a 1-connected topological space X…
It is well known that Sobolev-type orthogonal polynomials with respect to measures supported on the real line satisfy higher-order recurrence relations and these can be expressed as a (2N+1)-banded symmetric semi-infinite matrix. In this…
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…