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Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…

Probability · Mathematics 2008-12-18 Josep Lluís Solé , Frederic Utzet

Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…

Classical Analysis and ODEs · Mathematics 2020-07-14 Walter Van Assche

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.…

Classical Analysis and ODEs · Mathematics 2014-05-27 Genki Shibukawa

We study differential operators associated with families of polynomials orthonormal with respect to certain measures. These operators, when applied to the Fourier transforms of such measures, produce basis functions for expansions of…

Classical Analysis and ODEs · Mathematics 2025-12-03 Aleksandar Ignjatovic

Let R and S be two irreducible root systems spanning the same vector space and having the same Weyl group W, such that S (but not necessarily R) is reduced. For each such pair (R,S) we construct a family of W-invariant orthogonal…

Quantum Algebra · Mathematics 2007-05-23 Ian G. Macdonald

A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…

Classical Analysis and ODEs · Mathematics 2008-11-26 Satoru Odake , Ryu Sasaki

The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…

Exactly Solvable and Integrable Systems · Physics 2018-06-26 M. Bertola , B. Eynard , J. Harnad

Orthogonal polynomials with respect to a weight function defined on a wedge in the plane are studied. A basis of orthogonal polynomials is explicitly constructed for two large class of weight functions and the convergence of Fourier…

Classical Analysis and ODEs · Mathematics 2018-07-06 Sheehan Olver , Yuan Xu

We use methods from algebra and discrete geometry to study the irreducibility of the dispersion polynomial of a discrete periodic operator associated to a periodic graph after changing the period lattice. We provide numerous applications of…

Algebraic Geometry · Mathematics 2024-11-12 Matthew Faust , Jordy Lopez Garcia

Orthogonal polynomials and the Fourier orthogonal series on a cone of revolution in $\mathbb{R}^{d+1}$ are studied. It is shown that orthogonal polynomials with respect to the weight function $(1-t)^\gamma (t^2-\|x\|^2)^{\mu-\frac12}$ on…

Classical Analysis and ODEs · Mathematics 2019-11-05 Yuan Xu

The aim of this paper is to derive (by using two operators, representable by a Jacobi matrix) a family of q-orthogonal polynomials, which turn to be dual to alternative q-Charlier polynomials. A discrete orthogonality relation and a…

Classical Analysis and ODEs · Mathematics 2007-05-23 N. M. Atakishiyev , A. U. Klimyk

In this contribution, discrete semiclassical orthogonal polynomials of class $s\leq2$ are studied. By considering all possible solutions of the Pearson equation, we obtain the canonical families in each class. We also consider limit…

Classical Analysis and ODEs · Mathematics 2019-04-29 Diego Dominici , Francisco Marcellán Español

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…

Classical Analysis and ODEs · Mathematics 2008-01-03 Lidia Fernandez , Teresa E. Perez , Miguel A. Pinar , Yuan Xu

We give a survey of the analytic theory of matrix orthogonal polynomials.

Classical Analysis and ODEs · Mathematics 2014-12-30 David Damanik , Alexander Pushnitski , Barry Simon

We prove a certain duality relation for orthogonal polynomials defined on a finite set. The result is used in a direct proof of the equivalence of two different ways of computing the correlation functions of a discrete orthogonal polynomial…

Classical Analysis and ODEs · Mathematics 2015-06-26 Alexei Borodin

We introduce a new family of orthogonal polynomials on the disk that has emerged in the context of wave propagation in layered media. Unlike known examples, the polynomials are orthogonal with respect to a measure all of whose even moments…

Classical Analysis and ODEs · Mathematics 2015-03-19 Peter C. Gibson

We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and…

Classical Analysis and ODEs · Mathematics 2015-02-05 Walter Van Assche , Galina Filipuk , Lun Zhang

We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…

Classical Analysis and ODEs · Mathematics 2025-06-05 Cleonice F. Bracciali , Karina S. Rampazzi , Luana L. Silva Ribeiro

The complex or non-hermitian orthogonal polynomials with analytic weights are ubiquitous in several areas such as approximation theory, random matrix models, theoretical physics and in numerical analysis, to mention a few. Due to the…

Classical Analysis and ODEs · Mathematics 2016-04-26 A. Martinez-Finkelshtein , E. A. Rakhmanov

We derive inversion formulas involving orthogonal polynomials which can be used to find coefficients of differential equations satisfied by certain generalizations of the classical orthogonal polynomials. As an example we consider special…

Classical Analysis and ODEs · Mathematics 2007-05-23 Roelof Koekoek