Related papers: Some martingales associated with multivariate Jaco…
Jacobi's method is a well-known algorithm in linear algebra to diagonalize symmetric matrices by successive elementary rotations. We report about the generalization of these elementary rotations towards canonical transformations acting in…
In this paper, we first establish explicit evaluations of six classes of hyperbolic sums by special values of the Gamma function by using the tools of the Fourier series expansions and the Maclaurin series expansions of a few Jacobi…
The Jacobi polynomials $\hat{P}_n^{(\alpha,\beta)}(x)$ conform the canonical family of hypergeometric orthogonal polynomials (HOPs) with the two-parameter weight function $(1-x)^\alpha (1+x)^\beta, \alpha,\beta>-1,$ on the interval…
Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…
Four Jacobi settings are considered in the context of Hardy's inequality: the trigonometric polynomials and functions, and the corresponding symmetrized systems. In the polynomial cases sharp Hardy's inequality is proved for the type…
The class of three-diagonal Jacobi matrix with exponentially increasing elements is considered. Under some assumptions the matrix corresponds to unbounded self-adjoint operator in the weighted space. The weight depends on elements of the…
We extend the It\=o formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the It\=o formula to L\'evy processes to obtain existence of solutions…
Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…
We study semi-infinite Jacobi matrices $H=H_{0}+V$ corresponding to trace class perturbations $V$ of the "free" discrete Schr\"odinger operator $H_{0}$. Our goal is to construct various spectral quantities of the operator $H$, such as the…
We study a new Selberg-type integral with $n+m$ indeterminates, which turns out to be related to the deformed Calogero-Sutherland systems. We show that the integral satisfies a holonomic system of $n+m$ non-symmetric linear partial…
The spectral properties of two special classes of Jacobi operators are studied. For the first class represented by the $2M$-dimensional real Jacobi matrices whose entries are symmetric with respect to the secondary diagonal, a new…
We work out the expression of the generalized Bessel function of type B in the two-rank case. This is done using Dijskma and Koornwinder's product formula for Jacobi polynomials and the obtained expression is given by multiple integrals…
In one dimensional transport problems the scattering matrix $S$ is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For $S$ a random unitary matrix, the singular value probability…
We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble,…
In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…
The expected root-mean-square value of a matrix element $A_{\alpha\beta}$ in a classically chaotic system, where $A$ is a smooth, $\hbar$-independent function of the coordinates and momenta, and $\alpha$ and $\beta$ label different energy…
In this paper we construct Donoghue $m$-functions for the Jacobi differential operator in $L^2\big((-1,1); (1-x)^{\alpha} (1+x)^{\beta} dx\big)$, associated to the differential expression \begin{align*} \begin{split} \tau_{\alpha,\beta} = -…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
Neutrino flavor oscillations and conversion in an interacting background (MSW effects) may reveal the charge-parity violation in the next generation of neutrino experiments. The usual approach for studying these effects is to numerically…
Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…