Related papers: Beta Jacobi processes
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…
The present paper is about Bernstein-type estimates for Jacobi polynomials and their applications to various branches in mathematics. This is an old topic but we want to add a new wrinkle by establishing some intriguing connections with…
We collect some results and notions concerning generalizations for block Jacobi matrices of several concepts, which have been important for spectral studies of the simpler and better known scalar Jacobi case. We focus here on some issues…
In one dimensional transport problems the scattering matrix $S$ is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For $S$ a random unitary matrix, the singular value probability…
Jacobi theta functions with rational characteristics can be viewed as vector-valued Jacobi forms. Theta relations usually correspond to different constructions of certain Jacobi forms. From this observation, we extract a new approach, which…
We study the bispectrality of Jacobi type polynomials, which are eigenfunctions of higher-order differential operators and can be defined by taking suitable linear combinations of a fixed number of consecutive Jacobi polynomials. Jacobi…
A two-variable generalization of the Big $-1$ Jacobi polynomials is introduced and characterized. These bivariate polynomials are constructed as a coupled product of two univariate Big $-1$ Jacobi polynomials. Their orthogonality measure is…
A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…
It is shown that the CMV Laurent polynomials associated to the sieved Jacobi polynomials on the unit circle satisfy an eigenvalue equation with respect to a first order differential operator of Dunkl type. Using this result, the sieved…
The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…
One may consider the generalization of Jacobi polynomials and the Jacobi function of the second kind to a general function where the index is allowed to be a complex number instead of a non-negative integer. These functions are referred to…
Jacobi-type iterative algorithms for the eigenvalue decomposition, singular value decomposition, and Takagi factorization of complex matrices are presented. They are implemented as compact Fortran 77 subroutines in a freely available…
A multidimensional version of the Yamada-Watanabe theorem is proved. It implies a spectral matrix Yamada-Watanabe theorem. It is also applied to particle systems of squared Bessel processes, corresponding to matrix analogues of squared…
In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian…
The bead process is the particle system defined on parallel lines, with underlying measure giving constant weight to all configurations in which particles on neighbouring lines interlace, and zero weight otherwise. Motivated by the…
The Eberlein diagonalization method is an iterative Jacobi-type method for solving the eigenvalue problem of a general complex matrix. In this paper we develop the block version of the Eberlein method. We prove the global convergence of our…
We consider the symmetric tridiagonal matrix-valued process associated with Gaussian beta ensemble (G$\beta$E) by putting independent Brownian motions and Bessel processes on the diagonal entries and upper (lower)-diagonal ones,…
For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…
We define theta blocks as products of Jacobi theta functions divided by powers of the Dedekind eta-function and show that they give a powerful new method to construct Jacobi forms and Siegel modular forms, with applications also in lattice…
A geometric formulation of the linear beam dynamics in accelerator physics is presented. In particular, it is proved that the linear transverse and longitudinal dynamics can be interpret geometrically as an approximation to the Jacobi…