Related papers: Orthogonal Polynomials for Seminonparametric Instr…

Our goal is to find asymptotic formulas for orthonormal polynomials $P_{n}(z)$ with the recurrence coefficients slowly stabilizing as $n\to\infty$. To that end, we develop spectral theory of Jacobi operators with long-range coefficients and…

Let $P_N(R)$ be the space of all real polynomials in $N$ variables with the usual inner product $<, >$ on it, given by integrating over the unit sphere. We start by deriving an explicit combinatorial formula for the bilinear form…

The tridiagonal representation approach is an algebraic method for solving second order differential wave equations. Using this approach in the solution of quantum mechanical problems, we encounter two new classes of orthogonal polynomials…

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…

Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…

In this article, we present an orthogonal basis expansion method for solving stochastic differential equations with a path-independent solution of the form $X_{t}=\phi(t,W_{t})$. For this purpose, we define a Hilbert space and construct an…

Differential properties for orthogonal polynomials in several variables are studied. We consider multivariate orthogonal polynomials whose gradients satisfy some quasi--orthogonality conditions. We obtain several characterizations for these…

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

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…

In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the…

Low-degree polynomials have emerged as a powerful paradigm for providing evidence of statistical-computational gaps across a variety of high-dimensional statistical models [Wein25]. For detection problems -- where the goal is to test a…

Orthogonal polynomials for a family of weight functions on $[-1,1]^2$, $$ \CW_{\a,\b,\g}(x,y) = |x+y|^{2\a+1} |x-y|^{2\b+1} (1-x^2)^\g(1-y^2)^{\g}, $$ are studied and shown to be related to the Koornwinder polynomials defined on the region…

We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the…

We obtain asymptotics of polynomials satisfying the orthogonality relations $$ \int_{\mathbb{R}} z^k P_n(z; t , N) \mathrm{e}^{-N \left(\frac{1}{4}z^4 + \frac{t}{2}z^2 \right)} \mathrm{d} z = 0 \quad \text{ for } \quad k = 0, 1, ..., n-1,…

The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…

We introduce orthogonal polynomials $M_j^{\mu,\ell}(x)$ as eigenfunctions of a certain self-adjoint fourth order differential operator depending on two parameters $\mu\in\mathbb{C}$ and $\ell\in\mathbb{N}_0$. These polynomials arise as…

We consider orthogonal polynomials with respect to a linear differential operator $$\mathcal{L}^{(M)}=\sum_{k=0}^{M}\rho_{k}(z)\frac{d^k}{dz^k}, $$ where $\{\rho_k\}_{k=0}^{M}$ are complex polynomials such that $deg[\rho_k]\leq k, 0\leq k…

Our main objective in this work is to show how Sobolev orthogonal polynomials emerge as a useful tool within the framework of spectral methods for boundary-value problems. The solution of a boundary-value problem for a stationary…

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect…