Related papers: Multivariate Krawtchouk polynomials and compositio…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
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.…
We obtain strong converse inequalities for the Bernstein operators with explicit constants. One of the main ingredients in our approach is the representation of the derivatives of the Bernstein operators in terms of the orthogonal…
Lucas polynomials are polynomials in $s_1$ and $s_2$ defined recursively by $\{0\}=0$, $\{1\}=1$, and $\{m\}=s_1\{m-1\}+s_2\{m-2\}$ for $m \geq 2$. We generalize Lucas polynomials from 2-variable polynomials to multivariable polynomials.…
The relation between the spectral decomposition of a self-adjoint operator which is realizable as a higher order recurrence operator and matrix-valued orthogonal polynomials is investigated. A general construction of such operators from…
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
Orthogonal polynomials on the unit circle (OPUC for short) are a family of polynomials whose orthogonality is given by integration over the unit circle in the complex plane. There are combinatorial studies on the moments of various types of…
The foremost aim of this study is to introduce and study several combinatorial properties and highlight specific aspects of a new class of polynomials sequences known as degenerate Krawtchouk Appell polynomials associated with the…
We consider dual polynomials of the multi-indexed ($q$-)Racah orthogonal polynomials. The $M$-indexed ($q$-)Racah polynomials satisfy the second order difference equations and various $1+2L$ ($L\geq M+1$) term recurrence relations with…
This paper puts forward a new generalized polynomial dimensional decomposition (PDD), referred to as GPDD, comprising hierarchically ordered measure-consistent multivariate orthogonal polynomials in dependent random variables. Unlike the…
We describe bivariate polynomial sequences orthogonal to a symmetric weight function in terms of several bivariate polynomial sequences orthogonal with respect to Christoffel transformations of the initial weight under a quadratic…
Polynomial processes are defined by the property that conditional expectations of polynomial functions of the process are again polynomials of the same or lower degree. Many fundamental stochastic processes, including affine processes, are…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
We introduce and analyse a new family of multiple orthogonal polynomials of hypergeometric type with respect to two measures supported on the positive real line which can be described in terms of confluent hypergeometric functions of the…
A combinatorial theory for type $R_I$ orthogonal polynomials is given. The ingredients include weighted generalized Motzkin paths, moments, continued fractions, determinants, and histories. Several explicit examples in the Askey scheme are…
Multiple Meixner polynomials are polynomials in one variable which satisfy orthogonality relations with respect to $r>1$ different negative binomial distributions (Pascal distributions). There are two kinds of multiple Meixner polynomials,…
We analyze the Krawtchouk polynomials K(n,x,N,p,q) asymptotically. We use singular perturbation methods to analyze them for N large with appropriate scalings of the two variables x and n. In particular, the WKB method and asymptotic…
This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…