Related papers: Orthogonal Dice
We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…
Classical orthogonal polynomial systems of Jacobi, Hermite and Laguerre have the property that the polynomials of each system are eigenfunctions of a second order ordinary differential operator. According to a famous theorem by Bochner they…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
We consider a system of differential equations the behavior of which solutions possesses several properties characteristic of the blood pressure distribution. The system can be used for a compartmental modeling of the cardiovascular system.…
Orthostochastic matrices are the entrywise squares of orthogonal matrices, and naturally arise in various contexts, including notably definite symmetric determinantal representations of real polynomials. However, defining equations for the…
In this paper, we further consider the symmetry-based method for seeking nonlocally related systems for partial differential equations. In particular, we show that the symmetry-based method for partial differential equations is the natural…
The double-direction orthogonalization algorithm is applied to construct sequences of polynomials, which are orthogonal over the interval [0,1]with the weighting function 1. Functional and recurrent relations are derived for the sequences…
We present the new Orthogonal Polynomials Approximation Algorithm (OPAA), a parallelizable algorithm that estimates probability distributions using functional analytic approach: first, it finds a smooth functional estimate of the…
We introduce a new family of special functions, namely $q$-Charlier multiple orthogonal polynomials. These polynomials are orthogonal with respect to $q$-analogues of Poisson distributions. We focus our attention on their structural…
Factorization method is developed for a family of discretely spiked harmonic oscillators. Two sets of intertwining and ladder operators are presented to algebraically generate eigenstates with energies isomorphic to those of the ordinary…
Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given…
We study the discrete semiclassical orthogonal polynomials of class s=1. By considering all possible solutions of the Pearson equation, we obtain five canonical families. We also consider limit relations between these and other families of…
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a Poisson process. In particular, we show that the marginal…
In this paper, a new natural discrete version of the one parameter polynomial exponential family of distributions have been proposed and studied. The distribution is named as Natural Discrete One Parameter Polynomial Exponential (NDOPPE)…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maximal displacement of a branching random…
The octonions are one of the four normed division algebras, together with the real, complex and quaternion number systems. The latter three hold a primary place in random matrix theory, where in applications to quantum physics they are…
This paper is devoted to the detailed analysis of three-dimensional motions in $\mathbb{R}^3$ with orthogonal directions switching at Poisson times and moving with constant speed $c>0$. The study of the random position at an arbitrary time…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
We investigate the asymptotic properties of random polytopes arising as convex hulls of $n$ independent random points sampled from a family of block-beta distributions. Notably, this family includes the uniform distribution on a product of…