Related papers: Orthogonal Polynomials for Seminonparametric Instr…
This semi-expository paper surveys results concerning three classes of orthogonal polynomials: in one non-hermitian variable, in several isometric non-commuting variables, and in several hermitian non-commuting variables. The emphasis is on…
Given a measure $\mu$ on the unit sphere $\partial\mathbb{B}^d$ in $\mathbb{C}^d$ with Lebesgue decomposition ${\rm d} \mu = w \, {\rm d} \sigma + {\rm d} \mu_s$, with respect to the rotation-invariant Lebesgue measure $\sigma$ on $\partial…
We introduce the concept of $\D$-operators associated to a sequence of polynomials $(p_n)_n$ and an algebra $\A$ of operators acting in the linear space of polynomials. In this paper, we show that this concept is a powerful tool to generate…
Let $(X_t)_{t\ge0}$ denote a non-commutative monotone L\'evy process. Let $\omega=(\omega(t))_{t\ge0}$ denote the corresponding monotone L\'evy noise.. A continuous polynomial of $\omega$ is an element of the corresponding non-commutative…
In this paper, we investigate the solubility of homogeneous polynomial equations. The work of Browning, Le boudec, Sawin [3] shows that almost all homogeneous equations of degree $d\geq 4$ in $d+1$ or more variables satisfy the Hasse…
Calogero-Sutherland models associated to the Weyl groups of type A and B with exchange terms included in the Hamiltonians systems have non-symmetric eigenfunctions, which are products of the ground state with members of a family of…
We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…
The goal of this work is to characterize all second order difference operators of several variables that have discrete orthogonal polynomials as eigenfunctions. Under some mild assumptions, we give a complete solution of the problem.
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the…
An adaptive procedure for constructing polynomials which are biorthogonal to the basis of monomials in the same finite-dimensional inner product space is proposed. By taking advantage of available orthogonal polynomials, the proposed…
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…
Let $(P_n)_n$ and $(Q_n)_n$ be two sequences of monic polynomials linked by a type structure relation such as $$ Q_{n}(x)+r_nQ_{n-1}(x)=P_{n}(x)+s_nP_{n-1}(x)+t_nP_{n-2}(x)\;, $$ where $(r_n)_n$, $(s_n)_n$ and $(t_n)_n$ are sequences of…
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We…
In this work we study orthogonal polynomials via polynomial mappings in the framework of the $H_q-$semiclassical class. We consider two monic orthogonal polynomial sequences $\{p_n (x)\}_{n\geq0}$ and $\{q_n(x)\}_{n\geq0}$ such that $$…
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order…
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…
Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We…
We find all polynomials solutions $P_n(x)$ of the abstract "hypergeometric" equation $L P_n(x) = \lambda_n P_n(x)$, where $L$ is a linear operator sending any polynomial of degree $n$ to a polynomial of the same degree with the property…
The Bochner Classification Theorem (1929) characterizes the polynomial sequences $\p_{n}\}_{n=0}^{\infty}$, with $\text{deg}\,p_{n}=n$ that simultaneously form a complete set of eigenstates for a second-order differential operator and are…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…