Related papers: Multivariate Krawtchouk polynomials and compositio…
The matrix-valued spherical functions for the pair (K x K, K), K=SU(2), are studied. By restriction to the subgroup A the matrix-valued spherical functions are diagonal. For suitable set of representations we take these diagonals into a…
In math/0702157, arXiv:0712.4185, we investigated monic multivariate non-commutative orthogonal polynomials, their recursions, states of orthogonality, and corresponding continued fraction expansions. In this note, we collect a number of…
Connection coefficients between different orthonormal bases satisfy two discrete orthogonal relations themselves. For classical orthogonal polynomials whose weights are invariant under the action of the symmetric group, connection…
In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest neighbor processes, but failed beyond nearest neighbor transitions.…
A collection of subroutines and examples of their uses, as well as the underlying numerical methods, are described for generating orthogonal polynomials relative to arbitrary weight functions. The object of these routines is to produce the…
We study the structure of quantum Markov Processes from the point of view of product systems and their representations.
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
The Schr\"odinger operators with exchange terms for certain Calogero-Sutherland quantum many body systems have eigenfunctions which factor into the symmetric ground state and a multivariable polynomial. The polynomial can be chosen to have…
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…
We tackle the regularisation of a differential system related to generalised Krawtchouk polynomials. We show a straightforward connection between certain auxiliary quantities involving the recurrence coefficients of these polynomials and…
We consider properties and applications of a sequence of polynomials known as complementary Romanovski-Routh polynomials (CRR polynomials for short). These polynomials, which follow from the Romanovski-Routh polynomials or complexified…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
We study the connection between block Krylov subspaces and matrix orthogonal functions. Under a no-deflation assumption, we show that polynomial block Krylov subspaces are isometrically isomorphic to spaces of matrix polynomials of bounded…
We consider multiple orthogonal polynomials with respect to Nikishin systems generated by two measures $(\sigma_1, \sigma_2)$ with unbounded supports ($\mbox{supp} \, \sigma_1 \subseteq \mathbb{R}_+$, $\mbox{supp} \, \sigma_2 \subseteq…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…
For a system of two measures supported on a starlike set in the complex plane, we study asymptotic properties of associated multiple orthogonal polynomials $Q_{n}$ and their recurrence coefficients. These measures are assumed to form a…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…
This article studies the inhomogeneous geometric polynuclear growth model, the distribution of which is related to Schur functions. We explain a method to derive its distribution functions in both space-like and time-like directions,…
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…