Related papers: Semigroups of distributions with linear Jacobi par…
We investigate in more detail the two-state free convolution semigroups of pairs of measures whose Jacobi parameters are linear in the convolution parameter $t$. These semigroups were constructed in arXiv:1001.1540, where we also showed…
Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…
In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
We investigate Laha-Lukacs properties of noncommutative random variables (processes). We prove that some families of free Meixner distributions can be characterized by the conditional moments of polynomial functions of degree 3. We also…
We study the fine geometric structure of bifurcation currents in the parameter space of cubic polynomials viewed as dynamical systems. In particular we prove that these currents have some laminar structure in a large region of parameter…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
Denote by $J$ the operator of coefficient stripping. We show that for any free convolution semigroup of measures $\nu_t$ with finite variance, applying a single stripping produces semicircular evolution with non-zero initial condition,…
The Jacobi polynomials $\hat{P}_n^{(\alpha,\beta)}(x)$ conform the canonical family of hypergeometric orthogonal polynomials (HOPs) with the two-parameter weight function $(1-x)^\alpha (1+x)^\beta, \alpha,\beta>-1,$ on the interval…
Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…
Our goal is to find classes of convolution semigroups on Lie groups $G$ that give rise to interesting processes in symmetric spaces $G/K$. The $K$-bi-invariant convolution semigroups are a well-studied example. An appealing direction for…
The Appell-type polynomial family corresponding to the simplest non-commutative derivative operator turns out to be connected with the Boolean probability theory, the simplest of the three universal non-commutative probability theories (the…
In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a…
We investigate the dynamics of $2$-generator semigroups of polynomials with bounded planar postcritical set and associated random dynamics on the Riemann sphere. Also, we investigate the space ${\cal B}$ of such semigroups. We show that for…
The classical polynomials of Meixner's type--Hermite, Charlier, Laguerre, Meixner, and Meixner--Pollaczek polynomials--are distinguished through a special form of their generating function, which involves the Laplace transform of their…
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…
We study meromorphic jacobian pairs, i.e., pairs of polynomials in one variable, with coefficients meromorphic series in a second variable, whose jacobian relative to the two variables depends only on the second variable. We pose two…
We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
We introduce a new multivariate orthogonal polynomial which is a 2-parameter deformation of the spherical polynomial by harmonic analysis on symmetric cone. This is also regarded as a multivariate analogue of the circular Jacobi polynomial.…