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For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
The Hankel determinant representations for the partition function and boundary correlation functions of the six-vertex model with domain wall boundary conditions are investigated by the methods of orthogonal polynomial theory. For specific…
We outline a new algorithm to solve coupled systems of differential equations in one continuous variable $x$ (resp. coupled difference equations in one discrete variable $N$) depending on a small parameter $\epsilon$: given such a system…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
In this paper, the dynamics of the Chebyshev-Halley family is studied on quadratic polynomials. A singular set, that we call cat set, appears in the parameter space associated to the family. This cat set has interesting similarities with…
An algebraic interpretation of the bivariate Krawtchouk polynomials is provided in the framework of the 3-dimensional isotropic harmonic oscillator model. These polynomials in two discrete variables are shown to arise as matrix elements of…
Harmonic analysis on Hermitian symmetric spaces of tube type is a natural framework for introducing multivariate Meixner-Pollaczek polynomials. Their main properties are established in this setting: generating and determinantal formulae,…
Polymorphic variants are a useful feature of the OCaml language whose current definition and implementation rely on kinding constraints to simulate a subtyping relation via unification. This yields an awkward formalization and results in a…
The type III Hermite $X_m$ exceptional orthogonal polynomial family is generalized to a double-indexed one $X_{m_1,m_2}$ (with $m_1$ even and $m_2$ odd such that $m_2 > m_1$) and the corresponding rational extensions of the harmonic…
We present MultivariatePowerSeries, a Maple library introduced in Maple 2021, providing a variety of methods to study formal multivariate power series and univariate polynomials over such series. This library offers a simple and easy-to-use…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
Group invariants are used in high energy physics to define quantum field theory interactions. In this paper, we are presenting the parallel algebraic computation of special invariants called symplectic and even focusing on one particular…
We introduce a new algorithm computing the characteristic polynomials of hyperplane arrangements which exploits their underlying symmetry groups. Our algorithm counts the chambers of an arrangement as a byproduct of computing its…
The concept of permutograph is introduced and properties of integral functions on permutographs are established. The central result characterizes the class of integral functions that are representable as lattice polynomials. This result is…
We find a five-parameter family of partial differential systems in two variables with two polynomial Hamiltonians. We give its symmetry and holomorphy conditions. These symmetries, holomorphy conditions and invariant divisors are new.
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.…
In this article, the matrix elements of a representation of the 5-dimensional Lie algebra K5 are obtained for the first time. The bivariate degenerate Hermite polynomials Hm(z1, z2|{\tau} ) are considered within the context of this…
This is a review paper of recent results in the perturbative symmetry approach in the symbolic representation.
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
The probabilistic symbol is the right-hand side derivative of the characteristic functions corresponding to the one-dimensional marginals of a stochastic process. This object, as long as the derivative exists, provides crucial information…