Related papers: Some martingales associated with multivariate Jaco…
We consider Jacobi matrices $J$ whose parameters have the power asymptotics $\rho_n=n^{\beta_1} \left( x_0 + \frac{x_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$ and $q_n=n^{\beta_2} \left( y_0 + \frac{y_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$…
Spectral properties of Jacobi operators $J$ are intimately related to an asymptotic behavior of the corresponding orthogonal polynomials $P_{n}(z)$ as $n\to\infty$. We study the case where the off-diagonal coefficients $a_{n}$ and,…
We study the smallest eigenvalue statistics of the $\beta$-Laguerre and $\beta$-Jacobi ensembles. Using Kaneko's integral formula, we show that the smallest eigenvalue marginal density and distribution functions of the two ensembles for any…
In this paper, we are concerned with Jacobi polynomials $P_n^{(\alpha,\beta)}(x)$ on the Bernstein ellipse with motivation mainly coming from recent studies of convergence rate of spectral interpolation. An explicit representation of…
Jacobi-Forms can be decomposed as a linear combination of Thetafunctions with modular forms as coefficients. It is shown that the space of these coefficient modular forms of Fourier-Jacobi-Forms, which come from Siegel cusp forms, has full…
In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $\gamma<1$…
In this paper we are interested in developments of elliptic functions of Jacobi. In particular a trigonometric expansion of the classical theta functions introduced by the author (Algebraic methods and q-special functions, Editors: C.R.M.…
With applications in astroparticle physics in mind, we generalize a method for the solution of the nonlinear, space homogeneous Boltzmann equation with isotropic distribution function to arbitrary matrix elements. The method is based on the…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
We introduce iterated beta integrals, a new class of iterated integrals on the universal abelian covering of the punctured projective line that unifies hyperlogarithms and classical beta integrals while preserving their fundamental…
In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of…
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 investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…
We begin with the study of some properties of the radial Dunkl process associated to a reduced root system $R$. It is shown that this diffusion is the unique strong solution for all $t \geq 0$ of a SDE with singular drift. Then, we study…
There is a commutative algebra of differential-difference operators, with two parameters, associated to any dihedral group with an even number of reflections. The intertwining operator relates this algebra to the algebra of partial…
Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This…
A first comprehensive treatment on complex eigenmodes is presented for general lossy traveling-wave electromagnetic structures where the per unit length propagation phase shift ($\beta$) dependent complex eigenfrequencies $\Omega(\beta)$…
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential…
Integrable Kondo impurities in two cases of the one-dimensional $t-J$ model are studied by means of the boundary ${\bf Z}_2$-graded quantum inverse scattering method. The boundary $K$ matrices depending on the local magnetic moments of the…
Analytic Bethe ansatz is executed for a wide class of finite dimensional $U_q(B^{(1)}_r)$ modules. They are labeled by skew-Young diagrams which, in general, contain a fragment corresponding to the spin representation. For the transfer…