Related papers: Multiple G-It\^{o} integral in the G-expectation s…
This paper is now part of the new paper "Series with Hermite polynomials and applications" arXiv:1710.00687.
In this article mixed norm estimates are obtained for some integral operators, from which those for the Hermite semigroup and the Bochner Riesz means associated with the Hermite expansions are deduced. Also, mixed norm estimates for the…
We establish best possible pointwise (up to a constant multiple) estimates for approximation, on a finite interval, by polynomials that satisfy finitely many (Hermite) interpolation conditions, and show that these estimates cannot be…
We study integration in a class of Hilbert spaces of analytic functions defined on the $\mathbb{R}^s$. The functions are characterized by the property that their Hermite coefficients decay exponentially fast. We use Gauss-Hermite…
In this paper, we consider linear differential equations satisfied by the generating function for Hermite polynomials and derive some new identities involving those polynomials.
The results in the preceding comment are placed on a more general mathematical foundation.
We present an alternative construction of the infinite dimensional It\^{o} integral with respect to a Hilbert space valued L\'{e}vy process. This approach is based on the well-known theory of real-valued stochastic integration, and the…
Orthogonal polynomials are of fundamental importance in many fields of mathematics and science, therefore the study of a particular family is always relevant. In this manuscript, we present a survey of some general results of the Hermite…
The new method for obtaining a variety of extensions of Hermite polynomials is given. As a first example a family of orthogonal polynomial systems which includes the generalized Hermite polynomials is considered. Apparently, either these…
Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…
A generating function for products of Hermite polynomials is used to significantly simplify the evaluation of the integrals G_m(p,p') occurring in the Gaussian model of multiple particle production. These integrals are crucial for studies…
The method of constructing Hermite trigonometric polynomials, which interpolate the values of a certain periodic function and its derivatives up to (including ) the -th ( ) order in nodes of a uniform grid, is considered. The proposed…
In this paper, we investigate the properties of q-Hermite polynomials related to q-Bernstein polynomials. From these properties, we derive some interesting relations between q-Berstein polynomials and q-Hermite polynomials.
The article is devoted to the formulation and proof of the theorem on convergence with probability 1 of expansion of iterated Ito stochastic integrals of arbitrary multiplicity based on generalized multiple Fourier series converging in the…
In this work we introduce a new algebra of tempered generalized functions. The tempered distributions are embedded in this algebra via their Hermite expansions. The Fourier transform is naturally extended to this algebra in such a way that…
By virtue of the technique of integration within an ordered product (IWOP) of operators and the bipartite entangled state representation we derive some new identities about operator Hermite polynomials in both single- and two-variable, we…
Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j…
The purpose of this paper is to provide a way to compute the intersection cohomology of the GIT quotient of a nonsingular projective variety. We show that the middle perversity intersection cohomology of the GIT quotient $M//G$ is naturally…
A generalization of the quotient integral formula is presented and some of its properties are investigated. Also the relations between two function spaces related to the spacial homogeneous spaces are derived by using general quotient…
We characterize the sets of solvability for Hermite multivariate interpolation problems when the sum of multiplicities is at most $2n + 2$, with $n$ the degree of the polynomial space. This result extends an earlier theorem (2000) by one of…