Related papers: Multivariate Krawtchouk polynomials and compositio…
This paper studies new Lancaster characterizations of bivariate multivariate Poisson, negative binomial and normal distributions which have diagonal expansions in multivariate orthogonal polynomials. The characterizations extend classical…
The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
An explicit expression for the general bivariate Krawtchouk polynomials is obtained in terms of the standard Krawtchouk and dual Hahn polynomials. The bivariate Krawtchouk polynomials occur as matrix elements of the unitary reducible…
Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…
We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth…
Krawtchouk matrices have as entries values of the Krawtchouk polynomials for nonnegative integer arguments. We show how they arise as condensed Sylvester-Hadamard matrices via a binary shuffling function. The underlying symmetric tensor…
We put together the ingredients for an efficient operator calculus based on Krawtchouk polynomials, including Krawtchouk transforms and corresponding convolution structure which provide an inherently discrete alternative to Fourier…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
The multivariate Hahn polynomials are constructed explicitly as the common eigenvectors of a family of second order difference operators. They are orthogonal with respect to the hypergeometric multinomial distribution. The main difference…
Hahn polynomials of several variables can be defined by using the Jacobi polynomials on the simplex as a generating function. Starting from this connection, a number of properties for these two families of orthogonal polynomials are…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly…
This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…
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…
This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…
An algebraic interpretation of the one-variable quantum $q$-Krawtchouk polynomials is provided in the framework of the Schwinger realization of $\mathcal{U}_{q}(sl_{2})$ involving two independent $q$-oscillators. The polynomials are shown…
In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…