Related papers: Quasi-birth-and-death processes and multivariate o…
We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under…
This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of…
The paper is devoted to the further study of the remarkable classes of orthogonal polynomials recently discovered by Bender and Dunne. We show that these polynomials can be generated by solutions of arbitrary quasi - exactly solvable…
A coinless quantisation procedure of continuous and discrete time Birth and Death (BD) processes is presented. The quantum Hamiltonian H is derived by similarity transforming the matrix L describing the BD equation in terms of the square…
Multivariate Krawtchouk polynomials are constructed explicitly as Birth and Death polynomials, which have the nearest neighbour interactions. They form the complete set of eigenpolynomials of a birth and death process with the birth and…
We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…
We explore the properties of bilinear products for black-hole quasinormal modes (QNMs) formulated on hyperboloidal foliations. We find that, although QNM solutions are smooth and finite on future-directed hyperboloids, the integrand of the…
Based on the framework of Plamen Iliev, multivariate Meixner polynomials are constructed explicitly as Birth and Death polynomials. They form the complete set of eigenpolynomials of a birth and death process with the birth and death rates…
We consider stochastic UL and LU block factorizations of the one-step transition probability matrix for a discrete-time quasi-birth-and-death process, namely a stochastic block tridiagonal matrix. The simpler case of random walks with only…
We consider a nonnegative matrix having the same block structure as that of the transition probability matrix of a two-dimensional quasi-birth-and-death process (2d-QBD process for short) and define two kinds of measure for the nonnegative…
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…
We present the case-(1) multi-indexed orthogonal polynomials of a discrete variable for 8 types ((dual)($q$-)Hahn, three kinds of $q$-Krawtchouk and $q$-Meixner). Based on them and the case-(1) multi-indexed orthogonal polynomials of Racah,…
We present an unified framework to identify spectra of Jacobi matrices. We give applications to long-standing conjecture of Chihara concerning one-quarter class of orthogonal polynomials, to the conjecture posed by Roehner and Valent…
We discuss quadratic transformations for orthogonal polynomials in one and two variables. In the one-variable case we list many (or all) quadratic transformations between families in the Askey scheme or $q$-Askey scheme. In the two-variable…
We apply the bi-moment determinant method to compute a representation of the matrix product algebra -- a quadratic algebra satisfied by the operators $\mathbf{d}$ and $\mathbf{e}$ -- for the five parameter ($\alpha$, $\beta$, $\gamma$,…
This paper studies properties of q-Jacobi polynomials and their duals by means of operators of the discrete series representations for the quantum algebra U_q(su_{1,1}). Spectrum and eigenfunctions of these operators are found explicitly.…
This paper shows that there is a correspondence between quasi-exactly solvable models in quantum mechanics and sets of orthogonal polynomials $\{ P_n\}$. The quantum-mechanical wave function is the generating function for the $P_n (E)$,…
We consider a discrete-time two-dimensional process $\{(L_{1,n},L_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental process $\{J_n\}$ on a finite set, where individual processes $\{L_{1,n}\}$ and $\{L_{2,n}\}$ are both skip free. We assume…
We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…
Full-wave numerical methods based on quasinormal modes (QNMs) offer valuable physical insights and computational efficiency for analyzing electromagnetic resonators. However, despite their advantages, many researchers in electromagnetism…